Strategy Backtest Auditor
Tells you what your backtest actually proves, which is usually less than you think
Without its 3 best trades this backtest falls from 54.1% to -1%: the result rests on a few trades.
40 trades, total return 54.1%, 50% of them winners. Without the 3 best, the total is -1%.
T-027 is the biggest single driver: a 55.1% return held for 7 days.
A backtest that ignores costs and slippage, or fits its rules to the same data it tests, will look better than live trading: this checks only the trade list.
Why rows were flagged
- Carries the result60%
- Extreme outlier40%
Return of flagged trades (%)
- T-02722.5
- T-03318.4
- T-03914.2
Trades that carry or distort the result
| Item | Result | Value | Days held | Why |
|---|---|---|---|---|
| T-027 | + | 22.5 | 7 | Carries the result, Extreme outlier |
| T-033 | + | 18.4 | 6 | Carries the result, Extreme outlier |
| T-039 | + | 14.2 | 5 | Carries the result |
What to do this week
- Re-run the backtest without T-027 and the other top trades before trusting it.
- Test the strategy on data it was not built on.
- Add trading costs and slippage to every trade and re-check.
Do
- Check how much of the profit comes from the best few trades.
Don't
- Don't trust a backtest with fewer than 30 trades.
How to improve
- Add entry and exit dates so the next report can check for overlapping or clustered trades.
- Add costs and position size per trade so the next report can test net results.
Demo
Overview
Every platform will run you a backtest. None of them will tell you the result is meaningless, and most of them are, for reasons that are mechanical and never checked.
This agent audits the result rather than producing another one. It checks whether costs and slippage were included, and re-states the outcome with them if they were not — because a great many edges are smaller than the spread. It reports how much of the return came from the single best trade, whether the sample contains enough independent events to mean anything, whether the rule could only have been chosen after seeing the data, and whether the universe quietly excludes what failed.
It reaches no conclusion about whether you should trade the strategy. It reports what the evidence supports and what it does not, and the honest answer is often that the sample is too small to say. That answer is worth more than another equity curve, and it is the one nothing else in this category will give you.
Benefits
You stop paying for edges that are not there
The cheapest trade you will ever make is the one an audit talked you out of.
You learn which test to run next
Every finding names what would actually settle it.
It is honest when the answer is boring
"Your sample cannot support this" is a real result, and nothing else will tell you.
What it does
Re-states the result with costs
Fees, spread and slippage, applied. A great many published edges are smaller than the cost of taking them.
Shows how much was one trade
If the best trade is most of the return, there is no strategy — there is one trade.
Counts independent events, not trades
Two hundred trades on correlated instruments in one trend is closer to one observation than to two hundred.
Looks for look-ahead and survivorship
A rule that used information unavailable at the time, or a universe that quietly drops what failed.
Flags parameter fitting
How many variants were tried before this one, and what that does to the result.
Concludes nothing about trading it
It reports what the evidence supports. Whether to risk money on it is not its decision.
What this changes
What this changes about your week
- It takes over
- Checking whether a backtest actually proves anything before money goes near it.
- Done today by
- Nobody. Every platform produces the backtest and none audits it.
- How often
- Before trading a strategy, and before buying someone else's.
- Typical manual effort
- Doing it properly needs statistics most traders were never taught.
Why Finance & Accounting in particular. Most published edges are smaller than the costs of taking them, or are one lucky trade. The cheapest trade you will ever make is the one an audit talked you out of.
Runs unattended
Started by you or by an event, and it finishes on its own. Nothing waits for someone to be at a desk.
The same standard every time
The two-hundredth item is held to the bar the first one was. Consistency is the part people cannot sustain.
It cannot act on its own
Strategy Backtest Auditor has no path to sending, spending or committing. That limit is why its output is safe to act on.
How it runs
This agent runs server-side through the PROMIVO runtime. Each run is logged step by step and every tool call is permission-checked before it executes.
- 1InputValidated against the agent input schema
- 2Modelclaude-opus-5 with automatic fallback
- 3Toolsextract_structured_data
- 4PermissionsRuns READ actions automatically; anything higher waits for approval
- 5OutputStructured result matching the output schema
- 6LoggingTokens, duration and every step recorded
Requirements
Integrations
No integrations required.
Before you start
- The strategy rules as stated
- Its results — trades or an equity series
- The costs assumed, if any
- Requires the All-Access plan or higher
Use cases
Before risking capital
Find out what the backtest actually established.
Before buying a strategy or bot
Audit the seller's published results.
A live strategy underperforming
See whether the backtest ever supported it.
Pricing
All-Access
Billed monthly through your PROMIVO subscription. Cancel at any time.
Runs consume your plan allowance for agent executions and tokens. See plan limits
FAQ
Will it tell me if the strategy is good?
It will tell you what your evidence supports. Whether to trade something is a decision about your own money and risk, and that is investment advice — not something this agent gives or is permitted to give.
Can it improve my strategy?
No, and be suspicious of anything offering to. Adjusting a rule until the backtest looks better is precisely how a strategy becomes fitted to the past and useless in future.
Does it run backtests?
No. It audits results you already have. A second engine producing a second curve would add another number to argue about rather than an answer.
Reviews
Reviews open once customers have run this agent.
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