io.github.emidlabs/backtest-mcp · v0.1.0 · finance-and-payments
EmidLabs Backtest is healthy: it completed an MCP handshake in 3351 ms and exposes 9 tools.
Run crypto trading strategy backtests through EmidLabs's Backtesting API.
Endpoint: https://mcp.backtest.emidlabs.com/mcp (streamable-http)
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| Users (last 30 days) | 0 |
| Handshake | Healthy |
| Auth needed | None |
| Tool count | 9 |
| Latency | 3351 ms |
| Last checked (UTC) | 2026-10-15T03:40:50.345Z |
| Checked (UTC) | Status | Latency | Error |
|---|---|---|---|
| 2026-10-15T03:40:50.345Z | Healthy | 3351 |
submit_confirmation_source | Runs a strategy against historical data purely to produce a signal timeline used to confirm OTHER backtests — not a backtest itself. Walks the same candles and evaluates the same DSL as submit_backtest, but never simulates a position: no trade, no PnL, no WinRate/drawdown, none of that applies here, |
list_available_assets | Lists every asset pair with real historical data, each with its supported timeframes and the date range actually available. Optional to call — submit_backtest already returns a clear error (with the real available range) when an asset or date range doesn't have data, so this is for up-front explorat |
submit_backtest_batch | Submits ONE strategy against MANY asset pairs in a single call — the same backtest you'd get from calling submit_backtest once per asset, without needing dozens of round trips. Returns immediately with a batchId (pass it to get_backtest_batch_results to fetch every asset's outcome, paginated) plus t |
get_backtest_batch_results | Fetches every asset's outcome from a submit_backtest_batch call, paginated. By default (waitForCompletion: true) polls internally until every item in the batch is done — a cheap check, not one that pages through everything — so one call returns the finished page. Each item has the same aggregate met |
get_backtest_trades | Fetches the closed-trade list for a completed backtest, paginated and sortable — the trade-by-trade detail get_backtest_result deliberately omits. Only closed trades ever appear; a position still open when the backtest's date range ends isn't represented here or anywhere else. Example: sortBy="exitT |
get_backtest_result | Fetches a submitted backtest by id. By default (waitForCompletion: true) polls internally until it finishes, so one call returns one final answer — no need to poll from the caller's side. Only aggregate metrics are returned here, no trade-by-trade detail — call get_backtest_trades for that (paginate |
submit_backtest | Submits a strategy for backtesting against historical OHLCV data. Returns immediately with an id and status — call get_backtest_result to fetch the outcome once it finishes. Testing the same strategy against many assets? Use submit_backtest_batch instead — one call per asset here adds up fast. Optio |
get_confirmation_source | Fetches a submitted confirmation source by id. By default (waitForCompletion: true) polls internally until it finishes, so one call returns one final answer. No trade-outcome fields here at all (no PnlR/WinRate/...) — a confirmation source never opens a position. Once Completed, its id can be used a |
get_confirmation_source_signals | Fetches a completed confirmation source's raw signal timeline, paginated — the actual data a backtest's confirmationSources requirement is checked against. Can easily run into the thousands for a frequent condition over a long range (every candle-condition match is a row, not just closed trades), wh |