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Noon Barbari Backtesting

xyz.noonbarbari/backtesting

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Runs cryptocurrency backtests, compares strategies, evaluates overfitting, provides signals and portfolio simulations, and exposes trading research data.

check_overfitting
Compute the Deflated Sharpe Ratio (Bailey & Lopez de Prado 2014) for YOUR OWN backtest: given its annualised Sharpe, length, and how many strategy variants you tried before selecting it, returns the probability the result is real skill rather than selection luck, the luck bar it must clear, and a plain verdict. Works on any backtest, not just ours.
읽기 전용
입력 스키마
{'type': 'object', 'required': ['sharpe', 'length_days', 'n_trials'], 'properties': {'skew': {'type': 'number', 'description': 'Skewness of the return series (default 0).'}, 'sharpe': {'type': 'number', 'description': 'Annualised Sharpe ratio of the selected backtest.'}, 'kurtosis': {'type': 'number', 'description': 'Non-excess kurtosis of returns (Gaussian = 3, the default).'}, 'n_trials': {'type': 'number', 'description': 'How many strategy/parameter variants were tried before picking this one.'}, 'timeframe': {'enum': ['1h', '4h', '1d', '1w'], 'type': 'string', 'description': 'Bar timeframe of the returns (default 1d).'}, 'length_days': {'type': 'number', 'description': 'Length of the backtest in calendar days.'}}, 'additionalProperties': False}
compare_strategies
Head-to-head comparison of two strategy templates from real monthly engine runs across ~50 coins: per-coin win count, median out-of-sample Sharpe, survival counts, median return and drawdown. Use strategy names from list_strategies (e.g. 'super_trend', 'ema_crossover').
읽기 전용
입력 스키마
{'type': 'object', 'required': ['strategy_a', 'strategy_b'], 'properties': {'strategy_a': {'type': 'string', 'description': 'First strategy name, e.g. super_trend'}, 'strategy_b': {'type': 'string', 'description': 'Second strategy name, e.g. ema_crossover'}}, 'additionalProperties': False}
get_buy_hold
What a $1,000 buy of a coin on Jan 1 of each available year would be worth today — ROI, peak value and date, and the maximum drawdown endured along the way. Real Binance data, refreshed daily.
읽기 전용
입력 스키마
{'type': 'object', 'required': ['coin'], 'properties': {'coin': {'type': 'string', 'description': 'Lower-case ticker, e.g. btc, eth, sol.'}}, 'additionalProperties': False}
get_coin_signals
Today's daily-bar indicator readings for crypto coins, computed by a real backtesting engine from Binance closes: price, RSI-14, MACD state, SMA 50/200 posture, SuperTrend, Bollinger position, ATR volatility, 52-week range. Pass a coin ticker (e.g. 'btc') for one coin, or omit for the whole 50-coin board.
읽기 전용
입력 스키마
{'type': 'object', 'properties': {'coin': {'type': 'string', 'description': 'Lower-case ticker, e.g. btc, eth, sol. Omit for all coins.'}}, 'additionalProperties': False}
get_dca
Dollar-cost-averaging outcome for a coin: what buying a fixed dollar amount on a schedule (weekly or monthly) since a start date would be worth today — total invested, units, average cost, current value and ROI — plus the lump-sum comparison and the worst drawdown endured. Real Binance closes, refreshed daily.
읽기 전용
입력 스키마
{'type': 'object', 'required': ['coin'], 'properties': {'coin': {'type': 'string', 'description': 'Lower-case ticker, e.g. btc, eth, sol.'}, 'amount': {'type': 'number', 'description': 'USD invested per purchase (default 100).'}, 'frequency': {'enum': ['weekly', 'monthly'], 'type': 'string', 'description': 'Purchase cadence (default weekly).'}, 'start_date': {'type': 'string', 'description': 'ISO date to start buying from, e.g. 2021-01-01 (optional; default = full history).'}}, 'additionalProperties': False}
get_overfitting_index
The Crypto Overfitting Index: the monthly share (%) of default-parameter strategy configurations (10 templates × 50 coins) whose out-of-sample Sharpe turned negative — how much of what backtests promise fails on unseen data. Returns the current reading and full history.
읽기 전용
입력 스키마
{'type': 'object', 'properties': {}, 'additionalProperties': False}
list_strategies
List the strategy templates available for backtesting and comparison (name, title, one-line description). Use the returned `name` value as the strategy identifier in other tools.
읽기 전용
입력 스키마
{'type': 'object', 'properties': {}, 'additionalProperties': False}
query_dataset
Query our open 11,440-run curve-fitting study (10 strategy templates x 20 coins, 70/30 in-sample/out-of-sample split). Returns the headline overfitting stats and the tuned picks matching an optional template and/or coin filter — each with in-sample vs out-of-sample Sharpe, the Sharpe haircut, and the in-sample-to-out-of-sample parameter rank correlation.
읽기 전용
입력 스키마
{'type': 'object', 'properties': {'coin': {'type': 'string', 'description': 'Ticker, e.g. btc (optional). Omit for all coins.'}, 'template': {'type': 'string', 'description': 'Strategy name, e.g. super_trend (optional). Omit for all templates.'}}, 'additionalProperties': False}
run_backtest
Run a real backtest of a strategy template on BTC/USDT from a start date (public what-if engine; may take up to a minute on a cache miss; rate-limited). Returns net return, max drawdown, trade count, a robustness score with an overfitting verdict, and a shareable result URL.
외부 접근 가능
입력 스키마
{'type': 'object', 'required': ['strategy', 'start_date'], 'properties': {'strategy': {'type': 'string', 'description': 'Strategy name from list_strategies, e.g. super_trend'}, 'start_date': {'type': 'string', 'description': 'ISO date, e.g. 2022-01-01 (2020-01-01 or later)'}, 'starting_cash': {'type': 'number', 'description': 'Starting balance in USD (default 10000, max 1000000)'}}, 'additionalProperties': False}
search_answers
Search Noon Barbari's Q&A knowledge base of direct, data-grounded answers about backtesting, overfitting, validation, indicators, risk management and crypto markets. Returns the top matching questions with their full answers.
읽기 전용
입력 스키마
{'type': 'object', 'required': ['query'], 'properties': {'query': {'type': 'string', 'description': "Free-text query, e.g. 'why do backtests fail'"}}, 'additionalProperties': False}
search_glossary
Search Noon Barbari's trading glossary for a plain-language definition of an indicator, metric or concept (RSI, MACD, Sharpe ratio, drawdown, walk-forward, overfitting, and 60+ more). Returns the top matching terms with a short definition, the full explanation, and a link.
읽기 전용
입력 스키마
{'type': 'object', 'required': ['query'], 'properties': {'query': {'type': 'string', 'description': "A term or question, e.g. 'deflated sharpe' or 'what is RSI'."}}, 'additionalProperties': False}
추가됨
search_glossary
2026년 9월 17일 12:55 PM
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query_dataset
2026년 9월 17일 12:55 PM
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check_overfitting
2026년 9월 17일 12:55 PM
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get_dca
2026년 9월 17일 12:55 PM
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run_backtest
2026년 9월 17일 12:55 PM
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search_answers
2026년 9월 17일 12:55 PM
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compare_strategies
2026년 9월 17일 12:55 PM
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get_overfitting_index
2026년 9월 17일 12:55 PM
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get_buy_hold
2026년 9월 17일 12:55 PM
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get_coin_signals
2026년 9월 17일 12:55 PM
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list_strategies
2026년 9월 17일 12:55 PM