How do I install the Crypto Backtest skill?

Run npx skillmds@latest add modbender/crypto-backtest in your terminal (requires Node.js), paste this page's agent-chat prompt into Claude, Cursor, or any MCP-connected agent, or download the SKILL.md file and copy it into your agent's skills directory.

Is Crypto Backtest safe to use?

This skill has not completed SkillMD's automated safety review yet. Independent scanners report: SkillSpector: PASS, Skill Scanner: PASS. Capability flags: executes scripts. SkillMD never runs a skill's scripts for you; review the SKILL.md before installing.

Which AI agents work with Crypto Backtest?

This skill is tagged as working with Claude Code, Claude.ai, OpenAI Codex. SKILL.md is an open format, so most agents that read a skills directory can load it too.

Is Crypto Backtest free to use?

Yes. Installing skills from SkillMD is free, and the skill stays under its author's original license.

Who published Crypto Backtest?

modbender (@modbender) published this skill. Their other Agent Skills are listed on their SkillMD profile.

Crypto Backtest by modbender — Agent Skill

Name: Crypto Backtest
Rating: 4.666666666666667 (3 reviews)
Author: modbender

Crypto Backtest

Crypto futures backtesting engine with built-in EMA, RSI, MACD, and Bollinger Band strategies. Fetches OHLCV data from any ccxt-supported exchange (Bybit, Binance, OKX, etc.), runs multi-strategy sweeps, calculates win rate / PnL / drawdown, and exports results to JSON. Use when backtesting trading strategies, comparing parameter combinations, evaluating crypto trading signals, or building a quantitative trading pipeline.

modbender Updated Sep 9, 2026 12 repo stars

File contents

Crypto Backtest Engine

Fast, scriptable backtesting for crypto futures strategies. Fetches data via ccxt, runs strategies, reports metrics.

Quick Start

pip install ccxt numpy
python scripts/backtest_engine.py --symbol ETH/USDT:USDT --strategy ema --fast 12 --slow 26

Features

Multi-exchange: Any ccxt-supported exchange (Bybit, Binance, OKX, Bitget...)
Built-in strategies: EMA crossover, RSI, MACD, Bollinger Bands
Parameter sweep: Test all combinations automatically
Risk simulation: Configurable leverage, position size, SL/TP, fees
JSON export: Machine-readable results for pipeline integration
Custom strategies: Simple plug-in interface

Usage

Single Strategy

python scripts/backtest_engine.py \
  --symbol SOL/USDT:USDT \
  --strategy rsi \
  --period 14 --oversold 30 --overbought 70 \
  --capital 1000 --leverage 5

Parameter Sweep

python scripts/sweep.py \
  --symbol ETH/USDT:USDT \
  --strategies ema,rsi,macd,bbands \
  --capital 1000 --leverage 5 \
  --output results.json

Custom Strategy

See references/custom_strategy.md for the plug-in interface.

Output Metrics

Each backtest reports:

Total trades, win rate, profit factor
Total PnL (absolute + percentage)
Max drawdown
Best/worst trade
Final balance

Files

scripts/backtest_engine.py — Core engine with EMA, RSI, MACD, Bollinger Bands
scripts/sweep.py — Multi-strategy parameter sweep runner
references/custom_strategy.md — Guide for adding custom strategies
references/strategy_notes.md — Notes on each built-in strategy's edge cases

---name: crypto-backtestdescription: Crypto futures backtesting engine with built-in EMA, RSI, MACD, and Bollinger Band strategies. Fetches OHLCV data from any ccxt-supported exchange (Bybit, Binance, OKX, etc.), runs multi-strategy sweeps, calculates win rate / PnL / drawdown, and exports results to JSON. Use when backtesting trading strategies, comparing parameter combinations, evaluating crypto trading signals, or building a quantitative trading pipeline.--- # Crypto Backtest Engine Fast, scriptable backtesting for crypto futures strategies. Fetches data via ccxt, runs strategies, reports metrics. ## Quick Start ```bash pip install ccxt numpy python scripts/backtest_engine.py --symbol ETH/USDT:USDT --strategy ema --fast 12 --slow 26 ``` ## Features - **Multi-exchange**: Any ccxt-supported exchange (Bybit, Binance, OKX, Bitget...) - **Built-in strategies**: EMA crossover, RSI, MACD, Bollinger Bands - **Parameter sweep**: Test all combinations automatically - **Risk simulation**: Configurable leverage, position size, SL/TP, fees - **JSON export**: Machine-readable results for pipeline integration - **Custom strategies**: Simple plug-in interface ## Usage ### Single Strategy ```bash python scripts/backtest_engine.py \ --symbol SOL/USDT:USDT \ --strategy rsi \ --period 14 --oversold 30 --overbought 70 \ --capital 1000 --leverage 5 ``` ### Parameter Sweep ```bash python scripts/sweep.py \ --symbol ETH/USDT:USDT \ --strategies ema,rsi,macd,bbands \ --capital 1000 --leverage 5 \ --output results.json ``` ### Custom Strategy See `references/custom_strategy.md` for the plug-in interface. ## Output Metrics Each backtest reports: - Total trades, win rate, profit factor - Total PnL (absolute + percentage) - Max drawdown - Best/worst trade - Final balance ## Files - `scripts/backtest_engine.py` — Core engine with EMA, RSI, MACD, Bollinger Bands - `scripts/sweep.py` — Multi-strategy parameter sweep runner - `references/custom_strategy.md` — Guide for adding custom strategies - `references/strategy_notes.md` — Notes on each built-in strategy's edge cases

Frequently asked questions