Backtest Analyzer

Name: Backtest Analyzer
Author: ChengQian

回测分析工具。从交易记录CSV计算回测核心指标：胜率、盈亏比、最大回撤、夏普比率、获利因子、最佳/最差单笔交易。支持JSON报告导出。 Use when: 需要评估交易策略表现、分析回测结果、计算策略风险指标、对比不同策略。 🎉 v1.0.0 指标: - 总交易数 / 盈利交易 / 亏损交易 - 胜率 / 盈亏比 / 获利因子 - 总收益率 / …

ChengQian

@cqdev-ai

What This Skill Does

Reads a CSV of trade records and calculates key backtesting metrics: win rate, profit/loss ratio, maximum drawdown, Sharpe ratio, profit factor, and best/worst single trade. Supports automatic column name detection and JSON report export.

Replaces manual spreadsheet calculations or custom scripts for computing standard backtest metrics from trade logs.

When to Use It

Evaluate a trading strategy's performance from a CSV backtest output
Analyze actual trade records to assess trading quality and risk
Compare multiple strategies by exporting and reviewing their JSON reports
Calculate maximum drawdown and Sharpe ratio for a set of trades
Identify best and worst single trades from a trading history

Install

$ openclaw skills install @cqdev-ai/backtest-analyzer

📊 Backtest Analyzer

Overview

从交易记录CSV自动计算回测核心指标。支持自动列名识别（pnl/profit/盈亏、price/成交价等），无需手动配置数据格式。

Usage

# 标准分析
python3 scripts/backtest_analyzer.py --file trades.csv

# 指定本金
python3 scripts/backtest_analyzer.py --file trades.csv --capital 500000

# 导出JSON报告
python3 scripts/backtest_analyzer.py --file trades.csv --output report.json --json

输出示例

📊 回测分析报告
    =============================================
    总交易数:    342
    盈利交易:    198 (57.9%)
    亏损交易:    144 (42.1%)
    =============================================
    总收益:     +128,450.00 (+12.85%)
    平均每笔:   +0.04%
    胜率:       57.9%
    盈亏比:     2.35
    获利因子:   2.81
    =============================================
    最大回撤:    8.45%
    夏普比率:    1.62
    最佳交易:   +12,500.00
    最差交易:   -8,200.00

JSON Output

{
  "total_trades": 342,
  "win_trades": 198,
  "loss_trades": 144,
  "win_rate_pct": 57.9,
  "total_pnl": 128450.0,
  "total_return_pct": 12.85,
  "max_drawdown_pct": 8.45,
  "sharpe_ratio": 1.62,
  "profit_factor": 2.81
}

CSV列自动识别

自动匹配的列名（优先级顺序）：

字段	匹配列名
盈亏	pnl, profit, 盈亏, return, net_pnl
价格	price, 成交价, avg_price, close
日期	date, 日期, trade_date
股票	stock, 代码, symbol
数量	shares, 数量, qty

Use Cases

策略回测: 导入回测引擎输出，计算策略指标
实盘复盘: 导入实际交易记录，分析交易质量
对比分析: 对比不同策略的报告，选择最优

Security

✅ 纯本地运行，无网络请求
✅ 只读CSV输入文件
❌ 无任意代码执行

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