backtest-cost-sensitivity-mcp

# backtest-cost-sensitivity-mcp

[![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](LICENSE)
[![Live on MCPize](https://img.shields.io/badge/Live%20on-MCPize-6d28d9)](https://mcpize.com/mcp/backtest-cost-sensitivity-mcp)

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.

## 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](https://mcpize.com/mcp/backtest-cost-sensitivity-mcp) — free tier, paid Pro tier for higher limits.

**Self-host:**
```bash
npm install
node server.js
```

## Part of the AlgoForge suite

Prop-firm and quant-validation tools for algo traders: [prop-rules-mcp](https://github.com/tylerscomic-lab/prop-rules-mcp), [trade-journal-mcp](https://github.com/tylerscomic-lab/trade-journal-mcp), [payout-calc-mcp](https://github.com/tylerscomic-lab/payout-calc-mcp), [econ-calendar-mcp](https://github.com/tylerscomic-lab/econ-calendar-mcp), [montecarlo-validator-mcp](https://github.com/tylerscomic-lab/montecarlo-validator-mcp), [overfitting-audit-mcp](https://github.com/tylerscomic-lab/overfitting-audit-mcp), [walkforward-validator-mcp](https://github.com/tylerscomic-lab/walkforward-validator-mcp), [pinescript-audit-mcp](https://github.com/tylerscomic-lab/pinescript-audit-mcp), [pinescript-mcp](https://github.com/tylerscomic-lab/pinescript-mcp).

## License

MIT