Get a comprehensive breakdown of a strategy's historical performance, including risk-adjusted returns, drawdown analysis, and benchmark comparisons against simple holding.
The agent queries the AI Backtester MCP to retrieve specific performance metrics for a previously defined or newly described strategy. It extracts key financial indicators such as Return, Drawdown, Win Rate, Sharpe, Sortino, and Calmar ratios. The agent also retrieves the equity curve data and compares the strategy's performance against a market benchmark (e.g., what simply holding the asset would have returned). This allows the user to objectively evaluate if a strategy is worth keeping or if it underperforms a buy-and-hold approach. The agent should verify that the results include real costs like fees and slippage as stated by the vendor.
- Category: Data and analysis
- Effect: Read-only
- MCP servers: AI Backtester MCP (https://koskamo.com/explore/ai-backtester-mcp)
- Source: AI Backtester — free AI backtesting for crypto trading strategies (https://aibacktester.app/)
- Source quote: "Return, drawdown, win rate, Sharpe, every individual trade, and an equity curve — for each idea, side by side."
- Playbook page: https://koskamo.com/explore/use-cases/analyze-trading-strategy-performance-metrics
Prompt: Retrieve the full performance report for the 'RSI 30/70 dip buy' strategy on BTC 1h. I need the Sharpe ratio, max drawdown, win rate, and the equity curve data. Compare this against the benchmark of simply holding BTC. Also, confirm if fees and slippage were included in the calculation.