Backtest Auditor

Overview

Backtest Auditor is a Model Context Protocol server that performs automated red-team checks on trading backtests. It detects lookahead bias, calculates Deflated Sharpe ratios, and audits transaction costs—all running locally on your machine. Any MCP-compatible AI assistant can call its tools directly during conversation or agent runs.

The server runs locally via the Python package backtest-auditor, installed with uvx. It communicates over stdio and requires no credentials to operate. The latest release is v0.7.0, available from nothingbutalpha.app/backtest-audit.

Backtest Auditor is categorized under Finance on mcp.site and integrates with all MCP clients including Claude Desktop, Claude Code, Cursor, VS Code, Windsurf, and Zed. If you maintain this server, claim this listing to verify ownership and keep information current.

Installation

// claude_desktop_config.json
{
  "mcpServers": {
    "backtest_auditor": {
      "command": "uvx",
      "args": [
        "backtest-auditor"
      ]
    }
  }
}