yicunai/pnlclaw-community/backtest-explain

Backtest Explanation

Description

Analyzes backtest results in plain language, connecting metrics to what they mean for the strategy.

Triggers

• "Explain my backtest results"
• "What does this backtest tell me?"
• "Explain this backtest"
• "帮我解释这个回测"

Steps

1. Obtain the backtest run id the user cares about (or the latest completed run).
2. Call backtest_result to load metrics, trade count, and equity context.
3. Call explain_pnl when the discussion ties to PnL decomposition on paper accounts; otherwise focus on backtest metrics from step 2.
4. Explain return, drawdown, Sharpe, win rate, and trade count in plain language with caveats.

Tools Used

• backtest_result: Retrieve stored backtest output including metrics and identifiers.
• explain_pnl: Relate profit/loss composition when comparing live paper performance to backtest expectations.

Example Interaction

User: I ran a backtest yesterday—can you explain if the drawdown is acceptable? Agent: I will pull the result with backtest_result, then walk through max drawdown, win rate, and trade count in context of your strategy goals.

Notes

• Distinguish backtest metrics from live/paper PnL unless the user links them.