Skip to main content

Backtest Analysis MCP Server

The built-in Model Context Protocol (MCP) server exposes stored backtests to GitHub Copilot, Claude, and other MCP-compatible clients. It uses JSON-RPC over stdio and reads one or more backtest directories without a web server.

Start the server​

Pass each backtest directory with --directory or -d:

investing-algorithm-framework mcp -d ./my-backtests

Multiple directories can be analyzed together:

investing-algorithm-framework mcp \
  -d ./experiments/momentum \
  -d ./experiments/mean-reversion

Keep stdout reserved for MCP messages because the client communicates with the server over stdio.

Configure VS Code​

Create .vscode/mcp.json in the project containing your backtests:

{
  "servers": {
    "backtest-analysis": {
      "command": "investing-algorithm-framework",
      "args": ["mcp", "-d", "./my-backtests"]
    }
  }
}

Use an absolute directory when the MCP client starts with a different working directory. The command must resolve in the client's environment; alternatively, point command at the virtual environment's executable.

Analysis tools​

The server provides tools for:

  • Listing, filtering, ranking, and comparing strategies
  • Reading strategy details, metadata, tags, and complete analyses
  • Inspecting trades, orders, positions, scaling, stop-losses, and take-profits
  • Querying equity, drawdown, rolling Sharpe, monthly and yearly returns
  • Comparing symbols, return scenarios, correlations, and window coverage
  • Reading portfolio snapshots and trading activity

Start with list_strategies to discover available algorithm IDs. Most tools accept one strategy ID, multiple IDs, or a tag. Analytical series can also be limited to a backtest window.

Notes and dashboard integration​

The server can create, list, read, update, and delete analysis notes. Notes are persisted beside the backtests and appear in the dashboard's Report Builder. Strategy selections support keep, maybe, and reject tags.

Dashboard snapshots can be embedded in note Markdown with ![[snap:ID]]. Read the note to discover snapshot IDs, then update its Markdown to place charts or tables in the analysis.

Data and security​

The supplied bundles can contain strategy parameters, trades, orders, positions, and portfolio history. Only expose the server to clients you trust, and do not put credentials or secrets in backtest metadata or notes.

The MCP process is local and does not deploy a remote service. Remote access requires transport, authentication, and network controls from your own infrastructure.

See Backtest Storage and Backtest Reports.