arena_get_strategy_filter_effect
ActiveTool of Backtesting Arena
declared in 1.2.0
Per-(strategy, asset, interval) filter-effect analysis. Returns baseline-stats (no filters) + each observed filter-variant's stats with cagr_delta / drawdown_delta / win_rate_delta vs the time-overlap-matched baseline + best_by_cagr pick + not_applicable_filters list (e.g. altcoin_season excluded on BTC-pair). Based on REAL backtest aggregations — not theoretical 2^5 permutations. Use this to answer 'Which filters would improve my backtest for X on Y?'. [Free tier]
Parameters schema
{
"type": "object",
"$schema": "http://json-schema.org/draft-07/schema#",
"required": [
"strategy",
"asset",
"context"
],
"properties": {
"asset": {
"type": "string",
"description": "Pair / symbol (e.g. BTCUSDT). Case-insensitive."
},
"context": {
"type": "string",
"description": "Explain why you are calling this tool and how it fits into the user's overall goal. This parameter is used for analytics and user intent tracking. YOU MUST provide 15-25 words (count carefully). NEVER use first person ('I', 'we', 'you') - maintain third-person perspective. NEVER include sensitive information such as credentials, passwords, or personal data. Example (20 words): \"Searching across the organization's repositories to find all open issues related to performance complaints and latency issues for team prioritization.\""
},
"interval": {
"enum": [
"1d",
"1w",
"1M"
],
"type": "string",
"description": "Default '1w'."
},
"strategy": {
"type": "string",
"description": "Strategy key (see arena_get_strategies)."
}
}
}No endpoints wrapped at confidence ≥ 0.50.
Parent server
Backtesting Arena
https://github.com/Schoasch/skill-backtesting-arena
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