BacktestBench: Benchmarking Large Language Models for Automated Quantitative Strategy Backtesting
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| Main Authors: | , , , , , |
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| Format: | Preprint |
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2026
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| _version_ | 1866916044358025216 |
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| author | Wang, Zhensheng Yang, Wenmian Wu, Qingtai Ma, Lequan Zhang, Yiquan Jia, Weijia |
| author_facet | Wang, Zhensheng Yang, Wenmian Wu, Qingtai Ma, Lequan Zhang, Yiquan Jia, Weijia |
| contents | Quantitative backtesting is essential for evaluating trading strategies but remains hampered by high technical barriers and limited scalability. While Large Language Models (LLMs) offer a transformative path to automate this complex, interdisciplinary workflow through advanced code generation, tool usage, and agentic planning, the practical realization is significantly challenged by the current lack of a large-scale benchmark dedicated to automated quantitative backtesting, which hinders progress in this field. To bridge this critical gap, we introduce BacktestBench, the first large-scale benchmark for automated quantitative backtesting. Built from over 6 million real market records, it comprises 18,246 meticulously annotated question-answering pairs across four task categories: metrics calculation, ticker selection, strategy selection, and parameter confirmation. We also propose AutoBacktest, a robust multi-agent baseline that translates natural language strategies into reproducible backtests by coordinating a Summarizer for semantic factor extraction, a Retriever for validated SQL generation, and a Coder for Python backtesting implementation. Our evaluation on 23 mainstream LLMs, complemented by targeted ablations, identifies key factors that influence end-to-end performance and highlights the importance of grounded verification and standardized indicator representations. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2605_17937 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | BacktestBench: Benchmarking Large Language Models for Automated Quantitative Strategy Backtesting Wang, Zhensheng Yang, Wenmian Wu, Qingtai Ma, Lequan Zhang, Yiquan Jia, Weijia Computation and Language Artificial Intelligence Quantitative backtesting is essential for evaluating trading strategies but remains hampered by high technical barriers and limited scalability. While Large Language Models (LLMs) offer a transformative path to automate this complex, interdisciplinary workflow through advanced code generation, tool usage, and agentic planning, the practical realization is significantly challenged by the current lack of a large-scale benchmark dedicated to automated quantitative backtesting, which hinders progress in this field. To bridge this critical gap, we introduce BacktestBench, the first large-scale benchmark for automated quantitative backtesting. Built from over 6 million real market records, it comprises 18,246 meticulously annotated question-answering pairs across four task categories: metrics calculation, ticker selection, strategy selection, and parameter confirmation. We also propose AutoBacktest, a robust multi-agent baseline that translates natural language strategies into reproducible backtests by coordinating a Summarizer for semantic factor extraction, a Retriever for validated SQL generation, and a Coder for Python backtesting implementation. Our evaluation on 23 mainstream LLMs, complemented by targeted ablations, identifies key factors that influence end-to-end performance and highlights the importance of grounded verification and standardized indicator representations. |
| title | BacktestBench: Benchmarking Large Language Models for Automated Quantitative Strategy Backtesting |
| topic | Computation and Language Artificial Intelligence |
| url | https://arxiv.org/abs/2605.17937 |