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backtest-cost-sensitivity-mcp

by tylerscomic-lab
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backtest-cost-sensitivity-mcp

License: MIT Live on MCPize

An MCP server that sweeps commission and slippage assumptions across a backtest to find the real breakeven cost per trade, plus a structured look-ahead-bias audit.

The problem this solves

Most backtests run with one fixed commission/slippage assumption, which hides how fragile a strategy's edge actually is to real-world execution costs. A strategy that's profitable at 0.5 ticks of slippage and dead at 1.5 ticks needs to know that before going live, not after.

Related MCP server: backtest-reality-check

Tools

cost_sensitivity_sweep

Sweeps a range of commission and slippage assumptions against backtest results and reports how performance metrics degrade across the range.

breakeven_cost_finder

Finds the exact commission/slippage level at which a strategy's edge goes to zero — the real cost ceiling, not a guess.

lookahead_bias_checklist

A structured audit for the specific look-ahead-bias patterns that inflate backtest performance (data leakage across bar boundaries, repainting indicators, future-bar reads).

Use it

Hosted (recommended): MCPize — free tier, paid Pro tier for higher limits.

Self-host:

npm install
node server.js

Part of the AlgoForge suite

Prop-firm and quant-validation tools for algo traders: prop-rules-mcp, trade-journal-mcp, payout-calc-mcp, econ-calendar-mcp, montecarlo-validator-mcp, overfitting-audit-mcp, walkforward-validator-mcp, pinescript-audit-mcp, pinescript-mcp.

License

MIT

This server cannot be deployed

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Maintenance

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