backtest
Enables testing of trading strategies using historical data and Monte Carlo simulations for performance validation.
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Security score
The backtest skill was audited on Feb 19, 2026 and we found 26 security issues across 1 threat category. Review the findings below before installing.
Categories Tested
Security Issues
Template literal with variable interpolation in command context
| 83 | console.log(`Total Return: ${result.totalReturn}%`); |
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| 84 | console.log(`Sharpe Ratio: ${result.sharpeRatio}`); |
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| 85 | console.log(`Max Drawdown: ${result.maxDrawdown}%`); |
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| 86 | console.log(`Win Rate: ${result.winRate}%`); |
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| 87 | console.log(`Profit Factor: ${result.profitFactor}`); |
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| 109 | console.log(`In-Sample Sharpe: ${wf.inSampleSharpe}`); |
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| 110 | console.log(`Out-of-Sample Sharpe: ${wf.outOfSampleSharpe}`); |
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| 111 | console.log(`Overfitting Ratio: ${wf.overfitRatio}`); |
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| 131 | console.log(`Expected Return: ${mc.expectedReturn}%`); |
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| 132 | console.log(`95% VaR: ${mc.valueAtRisk}%`); |
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| 133 | console.log(`Worst Case: ${mc.worstCase}%`); |
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| 134 | console.log(`Best Case: ${mc.bestCase}%`); |
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| 135 | console.log(`Probability of Profit: ${mc.probProfit}%`); |
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| 144 | console.log(`Total Return: ${metrics.totalReturn}%`); |
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| 145 | console.log(`CAGR: ${metrics.cagr}%`); |
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| 146 | console.log(`Volatility: ${metrics.volatility}%`); |
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| 149 | console.log(`Sharpe Ratio: ${metrics.sharpeRatio}`); |
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| 150 | console.log(`Sortino Ratio: ${metrics.sortinoRatio}`); |
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| 151 | console.log(`Max Drawdown: ${metrics.maxDrawdown}%`); |
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| 152 | console.log(`Max Drawdown Duration: ${metrics.maxDrawdownDuration} days`); |
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| 155 | console.log(`Total Trades: ${metrics.totalTrades}`); |
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| 156 | console.log(`Win Rate: ${metrics.winRate}%`); |
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| 157 | console.log(`Profit Factor: ${metrics.profitFactor}`); |
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| 158 | console.log(`Avg Win: ${metrics.avgWin}%`); |
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| 159 | console.log(`Avg Loss: ${metrics.avgLoss}%`); |
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| 160 | console.log(`Expectancy: ${metrics.expectancy}%`); |