Backtest Cost Sensitivity

io.github.tylerscomic-labv1.0.0Updated Oct 2, 2026

Commission/slippage sensitivity sweep, breakeven cost finder, and lookahead-bias checklist.

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Overview

AI-generated overview

Analyzes backtest results by sweeping commission and slippage assumptions to find a strategy's breakeven cost and audit look-ahead bias.

What it does
It exposes three tools for evaluating how execution costs affect a trading strategy's backtest. cost_sensitivity_sweep runs a range of commission and slippage assumptions against backtest results and reports how performance metrics degrade. breakeven_cost_finder identifies the exact cost level at which the strategy's edge reaches zero. lookahead_bias_checklist provides a structured audit for look-ahead-bias patterns such as data leakage across bar boundaries, repainting indicators, and future-bar reads.
When to use it
Use it when validating an algorithmic trading strategy before going live, especially if the backtest relies on a single fixed commission or slippage assumption. It helps determine whether an edge survives realistic execution costs and whether the backtest contains look-ahead bias.
Requirements
Runs as a remote streamable HTTP endpoint; no packages, environment variables, headers, or authentication are declared. A self-hosted option is described as installing via npm and running node server.js, which requires Node.js. The hosted option is described as having a free tier and a paid Pro tier.
Before you install
The hosted option is described as having a paid Pro tier for higher limits, so costs may apply beyond the free tier. The tools analyze backtest inputs and return analysis; no write, send, or delete actions are described. No credentials or secrets are declared.

Installation

In SourceWeft

  1. Open Backtest Cost Sensitivity in the dashboard and add it to a workspace.
  2. Enable the server for the chats that should use its tools.

Web executable via Streamable HTTP. Remote servers run from the web runtime once configured in a workspace.

Other MCP clients

Add this to your client's mcpServers config.

{
  "mcpServers": {
    "backtest-cost-sensitivity-mcp": {
      "type": "http",
      "url": "https://backtest-cost-sensitivity-mcp.mcpize.run/mcp"
    }
  }
}

README

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.

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:

bash
npm installnode 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

Source: README.md at commit e25023c

Tools

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Version history

1
  1. v1.0.0LatestOct 2, 2026