Backtesting Arena
@Schoasch
关于 Backtesting Arena
Quantitative crypto backtesting & Bitcoin-cycle analytics. DSR-corrected, point-in-time, look-ahead-aware — proprietary, not from public APIs. Free tier.
基本信息
配置
使用下面的配置,将此服务器添加到你的 MCP 客户端。
{
"mcpServers": {
"backtesting-arena": {
"url": "https://tradingstrategies.work/api/mcp",
"headers": {
"Authorization": "Bearer sk-arena-..."
}
}
}
}工具
70Daily 0-100 heat score for the Bitcoin market, aggregated from 8 components (BTC-Cycle, F&G, Altcoin-Season, Bullmarket-Ampel, Funding-Rate, Hash-Ribbons, Mayer-Multiple, MVRV-Z). Returns score, band label, color, 7d/30d delta, verdict, components breakdown, plus score_percentile ranking today’s score against its own history (e.g. 42 = 44th percentile — how hot/cold vs history, not just the raw number). [Free tier]
Crypto cycle position — where are we in the cycle? Default BTC: point-in-time 10-indicator aggregation (MVRV-Z, NUPL, Puell, Pi-Cycle, Funding, Hash-Ribbons, Power-Law, Rainbow, F&G, Mayer). Pass asset=ETH or asset=SOL for a per-coin cycle read built from the transferable price-derived indicators (Mayer, weekly-RSI, 200-week-MA distance) with renormalized weights; BTC-native indicators (halving, dominance, mining, hash-ribbons, F&G, Pi-Cycle, on-chain) are explicitly returned as `not_applicable` rather than faked. All return raw + Z-Score, signal enum, and a `percentiles` block ranking each indicator against that asset’s own history. Point-in-time scored — not reconstructable from a generic price API. [Free tier]
Current BTC, ETH and SOL spot price — what is Bitcoin (or ETH/SOL) worth right now? Live USDT-quoted last price plus 24h change %, high and low from Binance. Use this to anchor the connector’s own analytics (cycle, historical-analog, gem scores) with the current market price instead of switching to web search mid-analysis. Context only — not a recommendation. [Free tier]
Aggregate stablecoin supply (crypto-liquidity proxy) — is the liquidity impulse turning or accelerating? macro_regime only gives the 30d delta; this exposes the trend: current supply, 30d/90d change (USD + %), and acceleration (last-30d vs prior-30d change) plus a compact time series so direction and speed are visible, not just a single delta. Source DefiLlama peggedUSD. Descriptive only, not a signal. [Free tier]
Daily Altcoin-Season indicator (v7 Native-Filter methodology). Returns BTC-Dominance, Alt-Dominance, 4 Layer-1 signals (USDT.D, USDC.D, BTC-DOM, ETH-DOM), overall color (red/amber/green) + Top-50 CoinGecko snapshot. [Free tier]
Crypto Fear & Greed Index from alternative.me with historical context. Returns current value 0-100, classification (extreme fear/fear/neutral/greed/extreme greed), recent history, plus arena-specific cadence cache for change-detection. [Free tier]
Bitcoin Bullmarket-Ampel current state (0-5 active stages). Returns active_count, stage_history, stage breakdown. Higher count = more bull-market signals firing. [Free tier]
Latest aggregate Binance Perpetual Funding Rate (8h cadence). Returns value, 30d moving average and Z-Score. Positive = longs pay shorts (bullish bias), negative = shorts pay longs (bearish bias). [Free tier]
Latest Hash Ribbons indicator (Charles Edwards). Returns 30d and 60d hashrate moving averages — when 30d > 60d after a capitulation, signals miner recovery (bullish). [Free tier]
Latest Mayer Multiple (BTC-Price ÷ 200-day SMA). Trace Mayer (2014): <0.7 = capitulation, 0.7-1.5 = neutral, 1.5-2.4 = bullish, >2.4 = euphoria. [Free tier]
Daily Macro Regime snapshot from 18 components in 6 tiers (Liquidity 30%, Financial Conditions 20%, Risk Appetite 15%, Crypto Liquidity 10%, Business Cycle 15%, Inflation/Real Rates 10%). FRED-sourced. Returns composite_score (0-100), regime_label (risk_off/neutral/risk_on_leaning/risk_on), cycle_phase_label (contraction/early_expansion/mid_expansion/late_expansion), matrix_quadrant (sweet_spot/late_cycle_warning/crisis/recovery), tier_scores (6 sub-scores), components (flat key/value of all 18), plus stale_components_detail dating each stale input (last_good_date + age_days) so freshness is quantified, not a vague caveat. [Free tier]
Pre-aggregated weekly correlations between Bitcoin and 13 macro components (Fed Net Liquidity, VIX, DXY, Real Yield 10Y, NFCI, HY Credit Spread, Yield Curve, etc.) + 4 asset classes (Gold, SPX, Nasdaq, DXY). Returns quadrant_performance (BTC return stats per 2D-matrix quadrant — annualized return, vol, max drawdown, positive-period%), component_correlations (Pearson 90d/1y/5y per macro component + quartile-performance), asset_correlations (Pearson per window + per quadrant), current_quadrant. Historical analysis only — not investment advice. [Free tier]
Daily Bitcoin market structure from 1000-bar Phantomflow adaptation (BTCUSDT 1d). Returns current_trend (up/down/sideways), last trend change timestamp, counts of waves + fractals, and last-5 fractals on each side (up = pivot highs, down = pivot lows). Educational analysis of price action — no signal, no recommendation. [Free tier]
Reproducible Bitcoin support/resistance zones — where do past swing pivots cluster? Aggregates the market-structure swing fractals (pivot highs + lows) into price zones within a tolerance band, each with a touch-count (how often the zone was tested), band, last-touch date and signed distance from the current price. Resistance = zones above spot, support = below, nearest-first. Replaces eyeballing levels off a fractal chart with a mechanical clustering. Descriptive only — NOT a prediction of where price turns and NOT a buy/sell signal. [Free tier]
Latest Deribit volatility snapshot for BTC or ETH. Returns DVOL (30d vol index), constant-maturity ATM implied vol (30/60/90/180d via options chain), 30d realized vol, and vol risk premium (IV - RV). Useful for position sizing, options strategies, and market regime assessment. Backfill: BTC from 2021-04-01, ETH from 2022-02-15. [Free tier]
Historical daily Arena-Pulse scores (date + score + band). Returned in ascending date order. Range capped by tier. [Free 30d / Pro 365d / Power unlimited]
Historical daily BTC-Cycle adj_score + z_adj_score series. Tier-capped range. [Free 30d / Pro 365d / Power unlimited]
Historical daily Altcoin-Season snapshots (overall_color, BTC/Alt/Stable dominance, BTC price). Tier-capped. [Free 30d / Pro 365d / Power unlimited]
Historical Binance Perpetual aggregated funding rates (8h cadence). Tier-capped. [Free 30d / Pro 365d / Power unlimited]
Historical Mayer-Multiple values (BTC-Price ÷ 200d SMA). Tier-capped. [Free 30d / Pro 365d / Power unlimited]
Lists all available Bitcoin Research Kit (BRK) on-chain series (21 metrics like MVRV, NUPL, SOPR, Realized-Price, Mayer, Puell, STH/LTH SOPR, Hash-Ribbons). Returns id + label + group. Use the id with arena_get_onchain_latest / _history. [Free tier]
Latest value of a BRK on-chain series. series_id comes from arena_list_onchain_series. Returns { series_id, metric_name, date, value }. [Free tier]
Historical time series for a BRK on-chain metric. Date range auto-capped by tier. [Free 30d / Pro 365d / Power unlimited]
Last finalized Deribit BTC options expiry: max_pain_strike, spot_at_expiry, %-diff, put_call_ratio, notional. Plus up to 10 upcoming expiries with current live max-pain levels and days_to_expiry. Cron collects daily 02:00 UTC from Deribit Public API. [Free tier]
Historical finalized Deribit BTC options expiries. Each row: expiry_date, max_pain_strike, spot_at_expiry, %-diff, P/C ratio, notional, quarterly/monthly flag. Useful for backtesting Max Pain theory. Days auto-capped by tier: Pro 365d, Power 3650d. [API Pro tier]
Daily drift log comparing bgeometrics (legacy) vs BRK (canonical-soon) pilot metric pairs. Returns mean / max / outlier counts per pair for the requested window. Used by BRK-migration review (every 4 weeks). [API Pro tier]
Lists all backtest strategies (key, label, plan, supported asset classes, primary indicators). Filterable by asset class and plan. Use this before calling arena_run_backtest to discover valid strategy names. [Free tier]
Lists all asset universes (BTC, top-10 crypto, top-50 crypto, stocks-top-10, etc.) — the underlying pair-sets used by custom-report and universe-backtest endpoints. [Free tier]
Detail view of one universe, including pair list. [Free tier]
Aggregated backtest performance per (strategy × interval) cell. If `strategy` AND `interval` provided, returns detail with per-asset breakdown + param variants. Otherwise returns the full matrix (Top-10 cells for Free tier; full for Pro+). [Free Top-10 / Pro+ full]
Lift analysis of entry filters (200WMA, Altcoin-Season, ATR-Volatility, Bullmarket-Stage) per strategy combo — baseline vs filtered CAGR/win-rate/drawdown. [API Pro tier]
CAGR breakdown by volatility phase (Low / Normal / High) per asset & timeframe. Used to find regime-fit for strategies. [API Pro tier]
Crypto sentiment — Fear & Greed, funding-rate, Altcoin-Season and Arena-Pulse aggregated into one multi-source view, plus optional ticker-level sentiment. Configurable period. [Free tier]
Aggregated backtest performance for ONE specific (strategy, asset, interval) combination. Returns run_count, avg_cagr, avg_win_rate, avg_drawdown, effective_years, and vs_buy_hold comparison (beats_buy_hold, cagr_delta). For multi-strategy overview use arena_get_strategy_insights. Use this to answer 'How does strategy X perform on asset Y?'. [Free tier]
Per-(strategy, asset, interval) filter-effect analysis. Returns baseline-stats (no filters) + each observed filter-variant's stats with cagr_delta / drawdown_delta / win_rate_delta vs the time-overlap-matched baseline + best_by_cagr pick + not_applicable_filters list (e.g. altcoin_season excluded on BTC-pair). Based on REAL backtest aggregations — not theoretical 2^5 permutations. Use this to answer 'Which filters would improve my backtest for X on Y?'. [Free tier]
Historical backtest performance for ONE (strategy, asset, interval) combination SPLIT BY macro market regime (sweet_spot / late_cycle_warning / crisis / recovery — classified at each trade's entry date), PLUS a recommendation for the CURRENT live regime. Answers the killer question 'Should I trade this strategy NOW?'. Each regime bucket returns trades, win_rate, avg_pnl_pct, reward_risk_ratio (per-trade mean/stddev, NOT annualized Sharpe), share_of_time_pct and a rating. [Free tier]
Platform-wide aggregated analysis: how each Pro+ entry filter (200 WMA, ATR low/high/expansion, Altcoin Season, Bullmarket confirm/strict) affects strategy CAGR — baseline vs. filtered, median across all real backtest runs for a given market. Verdict: helps (Δ>+1pp, ≥30 runs) / neutral / hurts / insufficient_data. Filters evaluated in isolation (no stacking). Also returns baseline_net_cagr / filtered_net_cagr (median CAGR after per-side trading costs; verdict/delta stay gross). [Free tier]
Public Top-100 list of highest-CAGR backtest results across all users (with anonymized usernames). Filterable by asset_class and strategy. [Free tier]
Lists your own backtest runs, filterable by asset_type / strategy / pair / interval. Paginated with limit + offset. [API Pro tier]
Detail for one of YOUR backtest runs (or admin-readable). Returns metrics, asset, interval, date range, CAGR/winRate/drawdown, params. [API Pro tier]
Trades list and per-trade equity progression for one of your backtests. [API Pro tier]
Read-only access to a publicly shared backtest by its share-id. Anyone can fetch — used for sharing strategy results with non-users. [Free tier]
Current signal-status (green/yellow/red) for a strategy on a pair+interval. Backed by the daily check-signals cron — needs at least one user with an active Ampel on this combination. [Free tier]
Backtest a trading strategy honestly — look-ahead-aware validation with Deflated-Sharpe-Ratio / multiple-testing correction (Bailey & López de Prado). Returns an EVIDENCE verdict (insufficient_evidence | anecdote | failed_oos | passed_oos) plus metrics, flags and caveats — NOT a buy/sell recommendation. Call this before acting on a strategy or signal list. Accepts a named catalog strategy (type=rules), a timestamped BUY/SELL signal list (signal_list), or a timestamped trade list (trade_list). Checks: realistic next-bar fills (look-ahead/optimism), net of cost, out-of-sample split, and a hard 30-round-trip sample gate (under 30 is always "anecdote"). Not reproducible via generic backtest tools that ignore overfitting. [API Pro tier]
Triggers a single-asset backtest with full strategy / filter / params control. Returns aggregate metrics + run-id. Sync (3-10s typical). Per-day quota: Pro=50, Power=500. [API Pro tier]
Run 2-5 strategies on the same pair / interval / date range and return per-strategy metrics plus comparison summary (best by CAGR, best by win-rate, worst by drawdown). Sequential — expect 10-50s. Per-day quota: Pro=20, Power=200. [API Pro tier]
Backtests one strategy on up to 50 pairs at once. Returns immediately with a job_id; poll arena_get_job_status to check progress. Provide either universe_id (e.g. 'crypto-top-10') OR explicit pairs[]. Background runtime: ~1.5s × n_pairs. Per-day quota: Pro=5, Power=50. [API Pro tier]
Polls an async job by job_id (created via arena_run_universe_backtest). Returns status (pending/running/completed/failed), progress_pct, pairs_completed, and once completed: the full result (summary + per-pair results). [Free tier]
Grid-bot simulation on historical candles. Returns final value, return%, CAGR, trades, fees, buy-hold comparison. Free tier limited to BTCUSDT/ETHUSDT. Per-day quota: Free=5, Pro=50, Power=500. [Free / Pro / Power tier]
Get a pricing quote for a custom report (universe-backtest PDF + Excel) without committing to a purchase. Returns price, universe size + preview, excluded pairs, and filter config. Crypto-only universes use top-N tiers; stocks/ETFs use custom pair list. [API Pro tier]
Poll the status of a Custom-Report job. Lifecycle: pending_payment → queued → running → generating → success/failed. Returns progress_pct, succeeded/failed counts, plus pdf_url / xlsx_url when done. [API Pro tier]
Creates a subscription that fires when an existing Ampel-Config's signal changes (BUY ↔ SELL). User must first create an ampel-config via the Web UI (`/dashboard/ampel`) and pass its UUID here. Optional signal_types filter restricts to BUY-only or SELL-only. [API Pro tier and up — 3 active subscriptions max for Pro, 20 for Power]
Creates a subscription that fires when the BTC-Cycle band changes (e.g. capitulation → risk-off → neutral → constructive → euphoric). Optional bands filter restricts to specific targets. [API Pro tier and up — 3 active subscriptions max for Pro, 20 for Power]
Creates a subscription that fires when the daily 0-100 Arena-Pulse score crosses threshold_above (up) or threshold_below (down). At least one threshold required. [API Pro tier and up — 3 active subscriptions max for Pro, 20 for Power]
Creates a subscription that fires when the Bullmarket-Ampel active stage count (0-5) changes. Optional direction filter (up/down/any) + specific stages of interest. [API Pro tier and up — 3 active subscriptions max for Pro, 20 for Power]
Returns all active subscriptions for the current API key. [API Pro tier]
Returns all undelivered updates for the API key, then marks them as delivered. Call regularly to consume the polling queue. Updates contain payload with subscription_type, current value, previous value, and trigger context. [API Pro tier]
Deactivates a subscription. Idempotent — re-cancellation is a no-op. [API Pro tier]
Altcoin screener ranking — which altcoins look strong right now? Today's CoinGecko Top-200 scored by a composite of 3 factor groups: Mean-Reversion (A), Tokenomics (B), Market-Structure (C). Backtest-validated factors, not a hype list. Limit gated by tier: Free top-10, Pro top-50, Power top-200. [Free tier, daily refresh]
Detailed Altcoin Screener score for a specific coin by CoinGecko ID. Pro+ gets raw factor values (9 factors across groups A/B/C). [Free tier]
Bi-weekly equal-weight basket backtest for Top-N screener picks vs BTC and market average. Shows CAGR, max drawdown, win-rate. Free: top-10 default. Pro+: custom N. [Free tier]
Returns the current ATR-based volatility phase (low/normal/high/expansion) for all tracked assets: Top-10 Crypto pairs, Top-10 Stocks, Top-10 ETFs. Updated daily at 08:00 UTC. Useful for regime-aware strategy selection. [Free tier]
Returns top-3 strategies ranked by historical win-rate for the current volatility phase of a given asset pair. Phase is detected from the latest snapshot. Minimum 20 trades per phase required for inclusion. Use this to answer "which strategies work best right now for BTC?". [API Pro tier]
Discover what Knowledge Objects exist: lists all published types + their subjects (with min_tier, api_path, seo_slug, latest as_of). Use this BEFORE arena_get_knowledge to learn valid type/subject pairs instead of guessing. New types appear automatically. [Free tier]
Fetch a versioned, explainable Knowledge Object by type + subject (e.g. type='market_regime', subject='GLOBAL'). Returns the current published envelope: payload, explanation (factors + weights + confidence), provenance (inputs + params), ontology binding, compute version. ONE tool covers ALL knowledge types. [Free tier; per-object access additionally gated by min_tier]
Resolve a knowledge-platform term to its canonical definition (e.g. term='regime'). Returns label, definition (EN/DE), calculation, unit, source + source_ref, version, related terms. Use this to resolve the onto:<term>@<version> references inside Knowledge Objects. [Free tier]
Buy now or wait for the dip? Decision-math over the user's OWN assumptions (target/dip prices, probabilities, capital). Two modes: "compare" = expected value of Buy-Now vs Wait vs Split + the breakeven dip probability (prices as MULTIPLES of today); "allocate" = the risk-adjusted (Kelly / risk-aversion γ) optimal fraction to deploy now vs reserve for the dip (ABSOLUTE prices). Ask the user for the missing inputs, then call. Returns scenario numbers and which option wins on expected value — NOT a buy/sell recommendation. For the full interactive version (incl. leverage & Elliott-wave planning) point the user to https://tradingstrategies.work/analyse/dip-decision. [Free tier]
What happened historically after the Bitcoin cycle looked like this? Conditional forward-return distribution for a named preset cycle state — over N DISTINCT historical episodes matching that state, returns median/IQR/positive-share forward returns (30/90/180/365d) with effective-n, small-n warnings and point-in-time integrity. A distribution, NOT a recommendation. Not obtainable from web search or public market-data APIs — requires point-in-time indicator history and look-ahead-free episode matching. Presets: cycle_bottom_cluster (Cycle bottom cluster), cycle_top_cluster (Cycle top cluster), deep_fear (Deep fear), euphoria (Euphoria). Also works for asset=ETH/SOL (F2 cycle history), but only price-derived presets (cycle_bottom_cluster, cycle_top_cluster) — fear-greed presets are BTC-only. [API Pro tier]
Frame a dip/accumulation thesis WITHOUT a recommendation. Given an asset (BTC/ETH/SOL), a named cycle-state preset and a thesis horizon, returns: (1) a tranche LADDER anchored to STRUCTURAL marks (200-week MA, support clusters) below spot — not calendar-DCA, not a price forecast; (2) the cited historical base rate from the analog engine (what forward returns followed comparable states, with effective-n and small-n warnings); (3) the explicit lump-sum-vs-tranche tradeoff (laddering buys lower timing variance, NOT higher expected value). Requires an invalidation point (mandatory: at what scenario is the thesis wrong). Composes the historical-analog + key-levels tools; descriptive only, never a buy/sell signal. This structural framing is MCP-only; a related (different-method, EV/Kelly) interactive tool is at https://tradingstrategies.work/analyse/dip-decision. [API Pro tier]
Check for additional tools whenever your task might benefit from specialized capabilities - even if existing tools could work as a fallback.
概览
What is Backtesting Arena?
Backtesting Arena is an MCP server for quantitative crypto backtesting and market-regime analytics. It delivers proprietary outputs—such as DSR-corrected strategy evaluations, look‑ahead‑aware backtest validation, and point‑in‑time Bitcoin cycle scores—that are not reproducible from public OHLCV or market‑data APIs. The platform provides evidence, distributions and base rates, never buy/sell recommendations.
How to use Backtesting Arena?
Authenticate using a Bearer token or claude.ai one‑click OAuth, then interact via the three available channels: REST, MCP, or x402. All 68 tools are visible during discovery; calls to Pro/Power tier tools from the free tier return a structured tool‑error with an upgrade_url.
Key features of Backtesting Arena
- Snapshot tools: Arena Pulse heat‑score, BTC‑Cycle score, Altcoin Season, Fear & Greed, and more
- History tools tier‑staggered: 30d Free / 365d Pro / 3650d Power
- On‑chain tools: 22 BRK series dating back to 2009‑01‑03
- Insights tools: strategy matrix, filter lift‑analysis, volatility‑regime breakdown, sentiment aggregator
- Honest look‑ahead‑aware backtest with DSR via
validate_strategy - Backtest‑trigger tools: single‑asset, grid, multi‑strategy compare
- Live‑subscription tools: signal‑alert, cycle‑band, pulse‑score threshold, bullmarket‑stage
Use cases of Backtesting Arena
- AI agents requiring daily Bitcoin market state and honest backtest validation before executing actions
- Researchers rapidly iterating strategy hypotheses using Claude
- Webhook‑driven dashboards reacting to cycle‑band or regime changes in real time
FAQ from Backtesting Arena
What makes Backtesting Arena different from public crypto data APIs?
Its core outputs—DSR‑corrected strategy evaluations, look‑ahead‑aware validation, point‑in‑time 10‑indicator Bitcoin cycle scoring, macro‑regime composites, and Edge‑Library filter effects—are proprietary and not reproducible from public OHLCV or market‑data APIs.
Does Backtesting Arena give buy or sell recommendations?
No. The platform delivers evidence, distributions and base rates only; it never provides buy/sell recommendations.
Are there rate limits?
Yes, rate limits are enforced at the API‑key level.
How can I access Pro or Power tier tools?
All tools are visible during discovery. When a free‑tier call hits a Pro/Power tool, it returns a structured tool‑error with an upgrade_url—there are no hidden tools, and escalation is transparent.
What authentication methods are supported?
Either a Bearer token or claude.ai one‑click OAuth.
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