Analyze trading strategy performance metrics
Get a comprehensive breakdown of a strategy's historical performance, including risk-adjusted returns, drawdown analysis, and benchmark comparisons against simple holding.
How it works
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.
Prompt
Paste this into an agent that has the servers below connected. Adjust the names and dates to your own.
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.MCP servers it needs
Source
The vendor page this playbook is drawn from, and the passage that supports it.
Return, drawdown, win rate, Sharpe, every individual trade, and an equity curve — for each idea, side by side.AI Backtester — free AI backtesting for crypto trading strategies