run-backtest

run-backtest is a skill for Claude Code from Travisun/Opptrix. It costs 75 tokens per session (811 once invoked), scanned A, original, Apache-2.0.

A historical strategy-testing workflow that applies trading rules to past market data and reports the results. It separates measured results from assumptions and explains risks such as overfitting, where rules are tuned too closely to old data.

In plain words
What is it for?
Use it to test a trading strategy over a chosen asset, date range, and time interval, then review returns, drawdowns, win rate, and trade statistics in a report.
Why use it?
It replaces informal guesses about how a strategy might have performed with results calculated from historical data. It also makes limits clear: past performance does not predict future returns.

Skill for Claude Code

Written for Claude Code: allowed-tools in frontmatter.

Good fit Use it to test a trading strategy over a chosen asset, date range, and time interval, then review returns, drawdowns, win rate, and trade statistics in a report.

Compare 6 skills from other repositories ↓
Install with agentmods
npx agentmods add skills/travisun/opptrix/run-backtest
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 Travisun/Opptrix --skill run-backtest
Clone the repo
git clone --depth 1 https://github.com/Travisun/Opptrix

Made for: Claude Code.

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.

agentmods badge for run-backtest

README.md
[![agentmods](https://agentmods.dev/badge/skills/travisun/opptrix/run-backtest/github.svg)](https://agentmods.dev/skills/travisun/opptrix/run-backtest)
Your own site
<a href="https://agentmods.dev/skills/travisun/opptrix/run-backtest"><img src="https://agentmods.dev/badge/skills/travisun/opptrix/run-backtest/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.

agentmods 80×15 button for run-backtest

Your own site · 80×15
<a href="https://agentmods.dev/skills/travisun/opptrix/run-backtest"><img src="https://agentmods.dev/badge/skills/travisun/opptrix/run-backtest.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 75 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 811 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. Third-party audits
  • NVIDIA SkillSpector pass 7 Sept 2026
How audits are shown
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.

ModelPer sessionOnce invoked
Fable 5.1 $0.00075 $0.00811
Opus 5 $0.00037 $0.00405
Sonnet 5 $0.00015 $0.00162
Haiku 4.5 $0.00007 $0.00081

Measured 5d ago against content hash b0d6c8506721, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-08, from the pricing page.

Security

Grade A, and why

run-backtest 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 5d 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.

packages/agent-skills/builtin/run-backtest/SKILL.md · 64 lines

What it actually says

策略回测

何时使用

用户要对某套规则/策略做历史回测验证(不是只要现价或定性评论)。默认交付可预览网页报告

分析架构(投研方法)

  • 问题/假设:在给定参数下,策略历史表现与风险特征如何?是否稳健?
  • 证据清单run_backtest 返回的收益、回撤、胜率、交易统计等
  • 多维交叉验证:收益 vs 最大回撤;胜率 vs 盈亏比;样本外/参数敏感(若工具未提供则标明无法验证)
  • 结论与不确定:历史结果≠未来;过拟合与幸存者偏差须写明
  • 风险与缺口:参数无效、数据不足、区间过短
  • 事实与推断必须分开:禁止「口头回测」冒充工具结果

数据维度

维度 取数方向 缺失时
参数 标的/池、区间、频率、规则(ask_user 确认关键项) 不清则先确认
回测执行 run_backtest 写明失败原因,禁止编造曲线
风险收益 工具返回指标 只列已返回字段
交付 list_web_vendorcreate_web 用户只要口头要点时可跳过

步骤

  1. 确认参数:标的/池、区间、频率、入出场规则。
  2. 执行 run_backtest
  3. 交叉验证与结构化结论:KPI 表 + 局限与不确定。
  4. 交付网页(默认)list_web_vendorcreate_web(权益曲线等用本地 vendor);已有则 read_web / update_web
  5. 备选:用户点名画布 / 结构图时改用对应工具。

网页报告建议目录

  1. 策略与参数摘要
  2. 回测区间与样本说明
  3. 收益与风险 KPI
  4. 关键交易/阶段表现(若有)
  5. 局限:过拟合、数据缺口、不可外推
  6. 免责声明(非投资建议)

禁止

  • 荐股或暗示必然盈利
  • 编造未返回的回测指标
  • 用文字「口头回测」冒充 run_backtest
  • 禁止无交付就结束(默认须有 web 产物,除非用户明确只要口头要点)
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.

  1. 5d ago First seen · 64 lines · 75 tokens per session scan A b0d6c8506721

Subscribe to this mod's changes

run-backtest is a skill published in the GitHub repository Travisun/Opptrix (231 stars, last pushed yesterday), licensed Apache-2.0. It adds 75 tokens to every session and 811 once invoked, about $0.0004 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 2026-09-03.

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