What is lona-backtest-analysis?

A tool for running trading strategies against historical market data, a process called backtesting, and reviewing the resulting performance.

Use it to choose or create a strategy, obtain Binance market data, run a backtest, inspect metrics, and view trade entries and exits.

It organizes strategy selection, data preparation, testing, progress tracking, and results analysis in one workflow.

lona-backtest-analysis — Skill for Claude Code by mindsightventures

Install

Getting it into your agent

One page per mod, every tool's command on it. A separate URL per tool would split the same page into five that compete with each other.

Any agent

npx skills add mindsightventures/lona-agent-skills --skill backtest-analysis

Clone the repo

git clone --depth 1 https://github.com/mindsightventures/lona-agent-skills

Made for: Claude Code.

Or install lona, the plugin that ships this one along with the rest of its 3 skills, 3 commands, 1 agent, 1 MCP server.

Wrote this? Show the measurements

A badge with what this costs and how it scanned, read live from this page, so it follows the numbers instead of freezing them. Markdown for a README, HTML for a documentation site or a project page.

README.md

[![agentmods](https://agentmods.dev/badge/skills/mindsightventures/lona-agent-skills/backtest-analysis/github.svg)](https://agentmods.dev/skills/mindsightventures/lona-agent-skills/backtest-analysis)

Your own site

<a href="https://agentmods.dev/skills/mindsightventures/lona-agent-skills/backtest-analysis"><img src="https://agentmods.dev/badge/skills/mindsightventures/lona-agent-skills/backtest-analysis/github.svg" alt="Measured on agentmods" height="20"></a>

Or the 80×15 button, for a site that already has a row of RSS and ATOM ones. Only the verdict fits; the numbers stay here.

Your own site · 80×15

<a href="https://agentmods.dev/skills/mindsightventures/lona-agent-skills/backtest-analysis"><img src="https://agentmods.dev/badge/skills/mindsightventures/lona-agent-skills/backtest-analysis.svg" alt="Reviewed on agentmods" width="80" height="20"></a>

Per session 60 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.

When invoked 1,178 The whole file, excluding the scripts and references it only reads on demand.

Security scan A 0 findings. A grade says what 26 rules found in the file — not that it is safe.

Origin original No closer match found in the catalogue.

Token cost

What it costs to keep this loaded

Counted locally with the o200k_base tokenizer, which is exact for GPT models; Claude uses its own tokenizer and its counts differ. Treat this as one consistent yardstick across the catalogue rather than a bill. Prices are per million input tokens.

Model	Per session	Once invoked
Fable 5.1	$0.00060	$0.01178
Opus 5	$0.00030	$0.00589
Sonnet 5	$0.00012	$0.00236
Haiku 4.5	$0.00006	$0.00118

Measured 9d ago against content hash 2ca5acde8879, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-09, from the pricing page.

Security

Grade A, and why

lona-backtest-analysis scanned grade A with 0 findings against 26 rules in 11 categories — prompt injection, anti-refusal, data exfiltration, privilege escalation, supply chain, agent snooping, system-prompt leakage, SSRF and excessive agency — measured 9d ago.

A static scan of the body, not an audit. Every finding is printed with the line that produced it so you can judge whether it matters here. A mod is markdown that instructs an agent; that is exactly why what it instructs is worth reading.

Nothing flagged

None of the 26 patterns this scan looks for appear in this file: no shell pipes, no recursive deletes, no credential paths, no hidden text, no instruction-override or anti-refusal phrasing, no agent-config snooping. That is not a guarantee, it is the absence of the things that are checkable.

skills/backtest-analysis/SKILL.md · 107 lines

How it starts

The opening of the file, as written. The whole thing — 107 lines — stays where its author put it; the contents beside it link to each section on GitHub.

Backtest Execution & Analysis

You have access to Lona's backtesting tools for testing trading strategies against historical market data and analyzing the results.

Available Tools

Running Backtests

lona_run_backtest: Execute a strategy against historical data (async — returns report_id immediately)
lona_get_report_status: Poll the backtest execution status

Viewing Results

lona_list_reports: List all backtest reports with status and key metrics. Filter by strategy_id or status
lona_get_report: Get summary metrics (total return, Sharpe ratio, max drawdown, win rate, trade count)
lona_get_full_report: Comprehensive results with trade history, detailed metrics, and per-symbol breakdown
lona_get_report_chart: Visualize trades on an interactive candlestick chart with buy/sell markers

Workflows

Run a backtest

Prerequisites: You need a strategy_id (from lona_list_strategies or lona_create_strategy) and one or more data_ids (from lona_list_symbols or lona_download_market_data).

Call lona_run_backtest with:
- strategy_id (required)
- data_ids array (required) — one or more symbol IDs
- start_date and end_date in ISO format (required)
- Optional: initial_cash (default: 100000), commission (default: 0.001), leverage (default: 1)
- Optional: parameters object to override strategy params (e.g., {"fast_period": 5, "slow_period": 20})
Receive report_id immediately
Poll lona_get_report_status every 5-10 seconds
Status pipeline: PENDING -> EXECUTING -> PROCESSING -> COMPLETED/FAILED
When COMPLETED, view results

Analyze results

Call lona_get_report for a quick summary with key metrics
Call lona_get_full_report for the complete picture including trade-by-trade history
Call lona_get_report_chart to visualize entries and exits on a price chart

Compare strategies

Call lona_list_reports to see all completed backtests
Get summary metrics for multiple reports with lona_get_report
Compare Sharpe ratios, drawdowns, and returns side by side

Read the full file on GitHub · 107 lines

Changes

What this file has done since we first saw it

Hashed on every crawl. A supply-chain change to an agent config is a question of when, not whether, so the history is kept rather than the latest state alone.

9d ago First seen · 107 lines · 60 tokens per session scan A 2ca5acde8879

Subscribe to this mod's changes

lona-backtest-analysis is a skill published in the GitHub repository mindsightventures/lona-agent-skills (4 stars, last pushed 6mo ago), licensed MIT. It adds 60 tokens to every session and 1,178 once invoked, about $0.0003 per session on Opus 5. A static security scan graded it A with 0 findings. No closer match exists in the catalogue, so it is treated as the original; first seen 2026-08-31.

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