Requirements
- Target platform
- OpenClaw
- Install method
- Manual import
- Extraction
- Extract archive
- Prerequisites
- OpenClaw
- Primary doc
- SKILL.md
Backtest trading strategies against historical market data with performance analytics and risk metrics
Backtest trading strategies against historical market data with performance analytics and risk metrics
Hand the extracted package to your coding agent with a concrete install brief instead of figuring it out manually.
I downloaded a skill package from Yavira. Read SKILL.md from the extracted folder and install it by following the included instructions. Tell me what you changed and call out any manual steps you could not complete.
I downloaded an updated skill package from Yavira. Read SKILL.md from the extracted folder, compare it with my current installation, and upgrade it while preserving any custom configuration unless the package docs explicitly say otherwise. Summarize what changed and any follow-up checks I should run.
Backtest trading strategies against historical market data with detailed performance analytics.
BacktestBot enables you to define, test, and evaluate trading strategies using historical data, including: Strategy definition — describe strategies in natural language or structured rules (entry/exit signals, position sizing, stop losses) Historical simulation — run strategies against years of tick or daily data across equities, options, futures, and crypto Performance metrics — Sharpe ratio, max drawdown, win rate, profit factor, CAGR, and trade-level breakdown Risk analysis — value-at-risk, correlation to benchmarks, worst-case drawdown periods, and tail risk metrics Comparison — test multiple strategy variants side-by-side and rank by risk-adjusted returns
Ask your agent to backtest strategies and analyze results: "Backtest a mean reversion strategy on SPY using RSI below 30 as entry over the last 5 years" "Compare buy-and-hold vs momentum rotation across the S&P 500 sectors since 2020" "What is the max drawdown if I use a 2% trailing stop on AAPL swing trades?" "Optimize the lookback period for my moving average crossover strategy on QQQ"
Set the following environment variables: BACKTESTBOT_API_KEY — API key for BacktestBot. Used to authenticate requests for historical OHLCV data, strategy simulations, and performance metrics. BACKTESTBOT_DATA_DIR — (optional) local directory for cached historical data. Defaults to ~/.backtestbot/data.
Data access, storage, extraction, analysis, reporting, and insight generation.
Largest current source with strong distribution and engagement signals.