About Backtest Cost Sensitivity
Backtest Cost Sensitivity is an MCP server for quantitative traders assessing how commissions and slippage affect backtests. It also finds the cost level that erases a strategy’s edge and checks for common look-ahead bias patterns.
Key features
- 01Sweep commission and slippage assumptions
- 02Report changes in performance metrics
- 03Find breakeven trading costs
- 04Check for look-ahead bias patterns
Use cases
- 01Assess a strategy’s sensitivity to execution costs
- 02Estimate the cost ceiling that erases an edge
- 03Check for data leakage, repainting indicators, and future-bar reads
MCP support
It exposes tools to MCP clients for cost sensitivity sweeps, breakeven cost calculations, and look-ahead-bias checks.
Configuration
Remote servers need no local install. Pick your client, then copy the config or install in one click.
https://backtest-cost-sensitivity-mcp.mcpize.run/mcpclaude mcp add --transport http tylerscomic-lab-backtest-cost-sensitivity https://backtest-cost-sensitivity-mcp.mcpize.run/mcp{"mcpServers":{"tylerscomic-lab-backtest-cost-sensitivity":{"type":"http","url":"https://backtest-cost-sensitivity-mcp.mcpize.run/mcp"}}}Open in Cursor{"servers":{"tylerscomic-lab-backtest-cost-sensitivity":{"type":"http","url":"https://backtest-cost-sensitivity-mcp.mcpize.run/mcp"}}}Open in VS Code{"mcpServers":{"tylerscomic-lab-backtest-cost-sensitivity":{"type":"http","url":"https://backtest-cost-sensitivity-mcp.mcpize.run/mcp"}}}{"mcpServers":{"tylerscomic-lab-backtest-cost-sensitivity":{"serverUrl":"https://backtest-cost-sensitivity-mcp.mcpize.run/mcp"}}}Run commands in a terminal; paste JSON into the client’s MCP config and restart. Servers that need sign-in will prompt on first connect.
Tools
Details
From the project READMEbacktest-cost-sensitivity-mcp
An MCP server that sweeps commission and slippage assumptions across a backtest to find the real breakeven cost per trade, plus a structured look-ahead-bias audit.
The problem this solves
Most backtests run with one fixed commission/slippage assumption, which hides how fragile a strategy's edge actually is to real-world execution costs. A strategy that's profitable at 0.5 ticks of slippage and dead at 1.5 ticks needs to know that before going live, not after.
Tools
cost_sensitivity_sweep
Sweeps a range of commission and slippage assumptions against backtest results and reports how performance metrics degrade across the range.
breakeven_cost_finder
Finds the exact commission/slippage level at which a strategy's edge goes to zero — the real cost ceiling, not a guess.
lookahead_bias_checklist
A structured audit for the specific look-ahead-bias patterns that inflate backtest performance (data leakage across bar boundaries, repainting indicators, future-bar reads).
Use it
Hosted (recommended): MCPize — free tier, paid Pro tier for higher limits.
Self-host:
npm install
node server.js
Part of the AlgoForge suite
Prop-firm and quant-validation tools for algo traders: prop-rules-mcp, trade-journal-mcp, payout-calc-mcp, econ-calendar-mcp, montecarlo-validator-mcp, overfitting-audit-mcp, walkforward-validator-mcp, pinescript-audit-mcp, pinescript-mcp.
License
MIT
Comments
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