Backtest Desk — audit a strategy backtest, then measure its risk
Paste one finished trading-strategy backtest - the strategy's description or code, the equity curve, return series or trade log it produced, and what the author claims - and decide in one sitting whether the result can be believed and how much risk it carries. A free in-browser engine computes CAGR, volatility, Sharpe, Sortino, drawdowns, VaR, CVaR, skew, kurtosis, PSR and minimum track record over every row and lints the code for look-ahead, survivorship, overfitting, missing costs and same-bar fills. The audit lane returns credible / discounted / unreliable with an eight-bias table, numbered findings with fixes, a haircut on the reported Sharpe and a validation plan; the risk lane returns deployable / size-down / not-yet with every metric read, drawdown narrative, VaR and drawdown limits, volatility-targeted sizing with a Kelly cap, stress scenarios and a monitoring plan. Derived from @wshobson/backtesting-frameworks and @wshobson/risk-metrics-calculation (wshobson/agents, MIT). Not investment advice.
Details
gpt-terra Every public app is built from a security-scanned skill and must pass a clean scan — skill and frontend — before it can be listed. Have a skill of your own? Turn it into an app — or read the step-by-step walkthrough.