backtest-validator
CommunityValidate backtest metrics for accuracy.
Authorgtnix
Version1.0.0
Installs0
System Documentation
What problem does it solve?
Validate backtest results to ensure metric integrity and detect anomalies.
Core Features & Use Cases
- Detects zero-trade outcomes and invalidates such runs to prevent misleading insights.
- Checks key metrics against defined clamp ranges (Sharpe, Sortino, Calmar, Profit Factor) and flags suspicious values for review.
- Performs end-to-end validation within the backtesting framework by cross-referencing fitness evaluation and SIMD metric calculations to ensure net-of-cost accuracy.
Quick Start
Execute a validation pass on the latest backtest results to ensure metrics are sane and compliant.
Dependency Matrix
Required Modules
None requiredComponents
Standard package💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: backtest-validator Download link: https://github.com/gtnix/quant_b3_backtest/archive/main.zip#backtest-validator Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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