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Backtesting Arena

Run Backtest on a Pair Universe (async)

arena_run_universe_backtest

Does this strategy hold up across a whole universe? Runs it against every pair in the universe. Pair cap depends on your API tier: Pro 50, Power 250 — Power covers crypto-top-250 in ONE job, and a single job keeps the ranking on one pair set (merging results across different pair sets measures pair selection, not strategy quality). THIS CALL IS ASYNCHRONOUS AND RETURNS NOTHING BUT A job_id: the result is NOT in this response. You MUST poll arena_get_job_status until status is 'completed'; estimated_seconds in the create-response says how long to budget. Provide either universe_id (call arena_list_universes) OR explicit pairs[]. Benchmarks bnh_fixed and dca_reference_v2 are accepted here — run one of them over the SAME universe and interval alongside: an excess over buy-and-hold is only readable next to the buy-and-hold value itself, which can be negative. beats_bh_count compares each pair's cagr against the LIKE-FOR-LIKE buy-and-hold — the benchmark measured over the window the strategy actually traded, not from the requested start. A long warmup or a pair listed after date_from shifts that start, and comparing across two different windows is a handicap, not a benchmark. The old pairing is still reported as beats_bh_count_requested_window, and pairs_with_window_offset says on how many pairs the two can differ at all; per-pair, buyhold_cagr_strategy_window and benchmark_matches_window carry the same distinction. PERSISTENCE: universe results live ONLY in the job response (api_jobs.result). They are deliberately not written to backtest_runs, so they carry no filter_binding and no coin-denominated history, and you will not find them later via arena_list_backtests — copy what you need out of the job result. SURVIVORSHIP: the job result carries survivorship {basis: current_membership, delisted_included: false} — universes and pair lists are today's pairs, earlier delistings are missing. Per-day quota: Pro=5, Power=50. [API Pro tier]

Tool call template

Replace each placeholder with a value matching the input schema. Only required parameters are included; add optional parameters as needed.

{
  "id": 1,
  "jsonrpc": "2.0",
  "method": "tools/call",
  "params": {
    "arguments": {
      "strategy": "<strategy>",
      "interval": "<interval>",
      "date_from": "<date_from>"
    },
    "name": "arena_run_universe_backtest"
  }
}

Input Schema

NameRequiredDescriptionDefault
pairsNoExplicit pair list. Hard schema limit 250; the effective cap is your tier (Pro 50, Power 250). Use instead of universe_id.
paramsNoStrategy-specific parameters applied to EVERY pair in the universe. Omit for audited defaults.
capitalNoStarting capital in quote currency. Default 10000. Affects absolute figures only, not CAGR or win-rate.
date_toNoEnd date, YYYY-MM-DD. Default: today.
filtersNoOptional entry filters (Pro+). Each one only ever REMOVES entries — filters never create trades. Omit for the unfiltered baseline.
intervalYesCandle interval: '1d' daily, '2d'/'3d' multi-day, '1w' weekly, '1M' monthly. Multi-day candles (2d/3d) are anchored to the Unix epoch, so one of n possible alignments is used. Measured on our own corpus, the choice of alignment alone moves CAGR by 6.66 pp on average (max 12.30). Treat differences below that as not distinguishable — 1d/2d/3d behaved as one block in our tests, not a ranking.
strategyYesStrategy key — call arena_list_strategies.
date_fromYesStart date, YYYY-MM-DD. Earlier than the pair listing is clamped to the first available candle.
universe_idNoPre-curated universe — call arena_list_universes for valid IDs. Capped by tier (Pro 50, Power 250); a larger universe is rejected rather than silently truncated.

Schema Changelog

Changes observed during successful MCP inspections.

  1. Changed2 schema fields changed
    • removedInput schema / additionalProperties
      Removed value: -false
    • addedInput schema / properties / params / propertyNames
      Added value: +{
      +  "type": "string"
      +}
  2. Changed1 schema field changed
    • addedInput schema / properties / filters / properties / stochRsiWeekly
      Added value: +{
      +  "description": "Asset-specific weekly Stoch-RSI gate: entries only while the pair's weekly StochRSI(14) sits above its SMA(3). Default false.",
      +  "type": "boolean"
      +}
  3. Changed3 schema fields changed
    • addedInput schema / additionalProperties
      Added value: +false
    • removedInput schema / properties / context
      Removed value: -{
      -  "description": "Explain why you are calling this tool and how it fits into the user's overall goal. This parameter is used for analytics and user intent tracking. YOU MUST provide 15-25 words (count carefully). NEVER use first person ('I', 'we', 'you') - maintain third-person perspective. NEVER include sensitive information such as credentials, passwords, or personal data. Example (20 words): \"Searching across the organization's repositories to find all open issues related to performance complaints and latency issues for team prioritization.\"",
      -  "type": "string"
      -}
    • changedInput schema / required
      Previous value: -[
      -  "strategy",
      -  "interval",
      -  "date_from",
      -  "context"
      -]New value: +[
      +  "strategy",
      +  "interval",
      +  "date_from"
      +]
  4. Changed3 schema fields changed
    • changedInput schema / properties / pairs / description
      Previous value: -"Explicit pair list (max 50). Use instead of universe_id."New value: +"Explicit pair list. Hard schema limit 250; the effective cap is your tier (Pro 50, Power 250). Use instead of universe_id."
    • changedInput schema / properties / pairs / maxItems
      Previous value: -50New value: +250
    • changedInput schema / properties / universe_id / description
      Previous value: -"Pre-curated universe — call arena_list_universes for valid IDs. Max 50 pairs."New value: +"Pre-curated universe — call arena_list_universes for valid IDs. Capped by tier (Pro 50, Power 250); a larger universe is rejected rather than silently truncated."
  5. Changed2 schema fields changed
    • changedInput schema / properties / interval / description
      Previous value: -"Candle interval: '1d' daily, '1w' weekly, '1M' monthly."New value: +"Candle interval: '1d' daily, '2d'/'3d' multi-day, '1w' weekly, '1M' monthly. Multi-day candles (2d/3d) are anchored to the Unix epoch, so one of n possible alignments is used. Measured on our own corpus, the choice of alignment alone moves CAGR by 6.66 pp on average (max 12.30). Treat differences below that as not distinguishable — 1d/2d/3d behaved as one block in our tests, not a ranking."
    • changedInput schema / properties / interval / enum
      Previous value: -[
      -  "1d",
      -  "1w",
      -  "1M"
      -]New value: +[
      +  "1d",
      +  "2d",
      +  "3d",
      +  "1w",
      +  "1M"
      +]
  6. Changed11 schema fields changed
    • addedInput schema / properties / capital / description
      Added value: +"Starting capital in quote currency. Default 10000. Affects absolute figures only, not CAGR or win-rate."
    • addedInput schema / properties / date_from / description
      Added value: +"Start date, YYYY-MM-DD. Earlier than the pair listing is clamped to the first available candle."
    • addedInput schema / properties / date_to / description
      Added value: +"End date, YYYY-MM-DD. Default: today."
    • addedInput schema / properties / filters / description
      Added value: +"Optional entry filters (Pro+). Each one only ever REMOVES entries — filters never create trades. Omit for the unfiltered baseline."
    • addedInput schema / properties / filters / properties / altcoinSeasonMode / description
      Added value: +"Altcoin-Season gate. 'conservative' needs a confirmed alt season, 'aggressive' an early one. Default 'off'."
    • addedInput schema / properties / filters / properties / atrMode / description
      Added value: +"ATR volatility regime filter. 'low'/'high' restrict entries to that volatility band, 'expansion' to rising volatility. Default 'off'."
    • addedInput schema / properties / filters / properties / bullmarketStageMode / description
      Added value: +"Bull-market stage gate from the BTC cycle model; rising strictness from 'early' to 'strict'. Default 'off'."
    • changedInput schema / properties / filters / properties / minProfitGuardThreshold / description
      Previous value: -"Per-trade min profit guard (negative cap, e.g. -10)."New value: +"Per-trade min profit guard (negative cap, e.g. -10 = exit once a trade is 10% under water)."
    • changedInput schema / properties / filters / properties / wma200 / description
      Previous value: -"200-week MA filter (BTC-derived)."New value: +"200-week MA filter (BTC-derived): only take entries while BTC trades above its 200-week SMA."
    • addedInput schema / properties / interval / description
      Added value: +"Candle interval: '1d' daily, '1w' weekly, '1M' monthly."
    • addedInput schema / properties / params / description
      Added value: +"Strategy-specific parameters applied to EVERY pair in the universe. Omit for audited defaults."
  7. First observed

TDQS

A4.6/5.0
Behavior5/5

Does the description disclose side effects, auth requirements, rate limits, or destructive behavior?

Beyond the annotations, it discloses the critical asynchronous contract ('THIS CALL IS ASYNCHRONOUS AND RETURNS NOTHING BUT A job_id'), the required polling behavior, the tier-based pair caps, daily quota, persistence caveats (results only live in api_jobs.result and are absent from arena_list_backtests), survivorship bias, and benchmark-window semantics. These are exactly the behavioral traits an agent needs.

Agents need to know what a tool does to the world before calling it. Descriptions should go beyond structured annotations to explain consequences.

Conciseness4/5

Is the description appropriately sized, front-loaded, and free of redundancy?

It is long and dense, but front-loads the core purpose and async warning, and every paragraph carries actionable information (caps, polling, benchmark pairing, persistence, survivorship, quota). There is little filler, though the benchmark-window explanation is somewhat sprawling and could be tighter.

Shorter descriptions cost fewer tokens and are easier for agents to parse. Every sentence should earn its place.

Completeness5/5

Given the tool's complexity, does the description cover enough for an agent to succeed on first attempt?

With no output schema, the description compensates by explaining the return value (job_id only), where the actual result lives (api_jobs.result), what that result contains (benchmark fields, survivorship block), and why those fields matter. Combined with the schema, an agent can call this correctly and interpret the result.

Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.

Parameters4/5

Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?

Schema description coverage is 100%, so parameter syntax is already well documented. The description still adds cross-parameter meaning: the tier-effective cap versus schema maxItems, the either/or relationship between universe_id and pairs[], and the benchmark pair options accepted by the strategy field. It does not re-explain every parameter, appropriately deferring to the schema.

Input schemas describe structure but not intent. Descriptions should explain non-obvious parameter relationships and valid value ranges.

Purpose5/5

Does the description clearly state what the tool does and how it differs from similar tools?

The description opens with a specific verb and scope: 'Runs it against every pair in the universe.' This clearly distinguishes it from single-pair backtest siblings like arena_run_backtest and from arena_run_grid_backtest, and the async nature is stated in the title and body.

Agents choose between tools based on descriptions. A clear purpose with a specific verb and resource helps agents select the right tool.

Usage Guidelines4/5

Does the description explain when to use this tool, when not to, or what alternatives exist?

It gives explicit operating instructions: provide either universe_id (with a pointer to arena_list_universes) or pairs[], and poll arena_get_job_status until completed. It also recommends running bnh_fixed or dca_reference_v2 on the same universe for comparison. What it lacks is an explicit statement of when to prefer this over arena_run_backtest for a single pair.

Agents often have multiple tools that could apply. Explicit usage guidance like "use X instead of Y when Z" prevents misuse.

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