Backtest Cost Sensitivity
Commission/slippage sensitivity sweep, breakeven cost finder, and lookahead-bias checklist.
One address for any MCP client. You sign in at backtest-cost-sensitivity-mcp.mcpize.run once, after adding it.
What it does
- Reads
- Writes
- High impact
Not assessed yet.
What it costs
FreeOdel charges nothing per call. The publisher may charge for its own service.
What it asks for at sign-in
| Access to | Read | Change |
|---|---|---|
| Mcp | Not stated: mcp:tools, mcp:resources, mcp:prompts | |
From the sign-in at backtest-cost-sensitivity-mcp.mcpize.run, as the endpoint publishes it. You approve it there.
Tools
None listed · checked 2 Oct 2026Odel could not list its tools without signing in.
backtest-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