Noon Barbari Backtesting

xyz.noonbarbariPublished by noonbarbari.xyzOfficial publisherv1.0.0Updated Oct 24, 2026

Crypto backtesting tools: real backtests with robustness verdicts, daily signals and market data.

VerifiedStreamable HTTPWeb executableFinance Data & Analytics

Server details

Identifier: xyz.noonbarbari/backtesting
Transport: Streamable HTTP
Runtime: Web executable
Trust: Verified
Published: Sep 16, 2026

Security note

MCP servers receive tool arguments from a conversation and may perform external actions. Review what a server can do before you enable it, and give it only the access it needs.

The registry verified that this server's namespace belongs to noonbarbari.xyz, which also runs its endpoint. That identifies the publisher; it does not make the server's tools safe.

SourceWeft's checks cover whether the listing is complete and the endpoint answered; they do not review the server's code or what its tools do.

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Overview

AI-generated overview

A remote crypto backtesting server that lets an assistant run strategy backtests, compare templates, check overfitting and pull daily coin signals and market-RO

What you can do: List and compare strategy templates, including head-to-head win counts, Sharpe and drawdown figures across coins, and run a real backtest of a template on BTC/USDT with a robustness verdict and shareable result link. Retrieve daily indicator readings for crypto coins and buy-and-hold or dollar-cost-averaging outcomes based on Binance closes. Check overfitting: the Crypto Overfitting Index, the Deflated Sharpe Ratio for your own backtest, and queries against an open curve-fitting study. Look up plain-language definitions in a trading glossary and search a Q&A knowledge base on backtesting, validation and risk.
When to use it: Useful when an assistant needs data-grounded answers about crypto strategy performance, overfitting and validation, or wants to run a quick what-if backtest and compare strategy templates without building a data pipeline.
Requirements: Remote streamable HTTP endpoint; no package, account, API key or environment variable is declared. Network access to the provider's endpoint is needed. Backtests may take up to a minute on a cache miss and are rate-limited.

Before you install

Backtest results are historical simulations, not predictions or advice, and the server's own materials stress that many tuned configurations fail out of sample. The what-if backtest is rate-limited and may be slow. Queries and backtest parameters are sent to the third-party provider.

Installation

In SourceWeft

Open Noon Barbari Backtesting in the dashboard and add it to a workspace.
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.

Use with an agent

Paste this prompt into Claude Code, Codex, Cursor or another agent — or into SourceWeft chat. The agent reads this server's install guide, shows you its publisher, endpoint and sign-in, and adds it to your client once you agree. Keys never go into a command.

Read https://sourceweft.com/mcp/xyz.noonbarbari%2Fbacktesting/install.md and connect the MCP server it describes to my client. Before changing any config, show me its publisher, endpoint and sign-in method and wait for my OK. Never put an API key in a command or in a file I would commit; ask me where it should come from.

Read the install guide the agent follows

Other MCP clients

Add this to your client's mcpServers config.

{
  "mcpServers": {
    "noon-barbari-backtesting": {
      "type": "http",
      "url": "https://noonbarbari.xyz/mcp"
    }
  }
}

Tools

list_strategies

List the strategy templates available for backtesting and comparison (name, title, one-line description). Use the returned `name` value as the strategy identifier in other tools.

Takes no parameters.

get_coin_signals

Today's daily-bar indicator readings for crypto coins, computed by a real backtesting engine from Binance closes: price, RSI-14, MACD state, SMA 50/200 posture, SuperTrend, Bollinger position, ATR volatility, 52-week range. Pass a coin ticker (e.g. 'btc') for one coin, or omit for the whole 50-coin board.

Parameterscoin

get_buy_hold

What a $1,000 buy of a coin on Jan 1 of each available year would be worth today — ROI, peak value and date, and the maximum drawdown endured along the way. Real Binance data, refreshed daily.

Parameterscoinrequired

get_overfitting_index

The Crypto Overfitting Index: the monthly share (%) of default-parameter strategy configurations (10 templates × 50 coins) whose out-of-sample Sharpe turned negative — how much of what backtests promise fails on unseen data. Returns the current reading and full history.

Takes no parameters.

compare_strategies

Head-to-head comparison of two strategy templates from real monthly engine runs across ~50 coins: per-coin win count, median out-of-sample Sharpe, survival counts, median return and drawdown. Use strategy names from list_strategies (e.g. 'super_trend', 'ema_crossover').

Parametersstrategy_arequiredstrategy_brequired

search_answers

Search Noon Barbari's Q&A knowledge base of direct, data-grounded answers about backtesting, overfitting, validation, indicators, risk management and crypto markets. Returns the top matching questions with their full answers.

Parametersqueryrequired

run_backtest

Run a real backtest of a strategy template on BTC/USDT from a start date (public what-if engine; may take up to a minute on a cache miss; rate-limited). Returns net return, max drawdown, trade count, a robustness score with an overfitting verdict, and a shareable result URL.

Parametersstrategyrequiredstart_daterequiredstarting_cash

get_dca

Dollar-cost-averaging outcome for a coin: what buying a fixed dollar amount on a schedule (weekly or monthly) since a start date would be worth today — total invested, units, average cost, current value and ROI — plus the lump-sum comparison and the worst drawdown endured. Real Binance closes, refreshed daily.

Parameterscoinrequiredamountfrequencystart_date

check_overfitting

Compute the Deflated Sharpe Ratio (Bailey & Lopez de Prado 2014) for YOUR OWN backtest: given its annualised Sharpe, length, and how many strategy variants you tried before selecting it, returns the probability the result is real skill rather than selection luck, the luck bar it must clear, and a plain verdict. Works on any backtest, not just ours.

Parametersskewsharperequiredkurtosisn_trialsrequiredtimeframelength_daysrequired

query_dataset

Query our open 11,440-run curve-fitting study (10 strategy templates x 20 coins, 70/30 in-sample/out-of-sample split). Returns the headline overfitting stats and the tuned picks matching an optional template and/or coin filter — each with in-sample vs out-of-sample Sharpe, the Sharpe haircut, and the in-sample-to-out-of-sample parameter rank correlation.

Parameterscointemplate

search_glossary

Search Noon Barbari's trading glossary for a plain-language definition of an indicator, metric or concept (RSI, MACD, Sharpe ratio, drawdown, walk-forward, overfitting, and 60+ more). Returns the top matching terms with a short definition, the full explanation, and a link.