recipe-paper-strategy-backtest
GitHub指导在实盘前通过多次模拟交易验证策略一致性，评估胜率、盈亏比等指标，识别风险并优化参数，确保策略具备实盘可行性。
Trigger Scenarios
Install
npx skills add krakenfx/kraken-cli --skill recipe-paper-strategy-backtest -g -y
SKILL.md
Frontmatter
{
"name": "recipe-paper-strategy-backtest",
"version": "1.0.0",
"metadata": {
"openclaw": {
"domain": "strategy",
"category": "recipe"
},
"requires": {
"bins": [
"kraken"
],
"skills": [
"kraken-paper-strategy"
]
}
},
"description": "Backtest a trading strategy using paper trading against live prices."
}
Paper Strategy Backtest
PREREQUISITE: Load the following skill to execute this recipe:
kraken-paper-strategy
Run a strategy through multiple paper runs to validate consistency before live deployment.
Important: Paper Results May Overstate Live Performance
Paper trading applies configurable fees (default 0.26% taker) and optional flat-rate slippage to market orders. However, it does not simulate partial fills, order book depth, or latency. Live trading on Kraken has variable maker/taker fees by volume tier, depth-dependent slippage, and possible partial fills on limit orders. Enable --slippage-rate (e.g., 0.001 for 0.1%) at workspace create for more conservative estimates. A strategy that is only marginally profitable on paper with fees and slippage enabled is likely unprofitable live.
Steps
- Define strategy parameters (pair, entry/exit rules, position size)
- Initialize paper account:
kraken workspace create sandbox --capital 10000 --mode paper --slippage-rate 0.001 -o json 2>/dev/null export KRAKEN_WORKSPACE=sandbox - Round 1: execute strategy logic using paper buy/sell commands
- Record round 1 results:
kraken workspace status -o json 2>/dev/null+kraken paper history -o json 2>/dev/null - Reset:
kraken workspace reset -o json 2>/dev/null - Round 2 with same parameters at a different time (different market conditions)
- Record round 2 results
- Repeat for 3-5 rounds minimum
- Compare results: win rate, average P&L per trade, max drawdown, Sharpe-like ratio
- If results are consistent and positive, the strategy is a candidate for live promotion
- If results vary wildly, adjust parameters and re-test
If you hit a mismatch between what you are trying to do and the CLI's interface or responses — including a mismatch between this skill and the installed CLI version's contract — feel free to submit feedback with kraken feedback.
Version History
-
aa56e59
Current 2026-08-20 04:46
升级至kraken-cli 0.4.0，引入工作区记录会话和市场数据，改进响应格式，新增反馈命令及MCP安全限制。
- aa32814 2026-07-25 10:29
