Backtrader-Bench: Benchmarking LLM Agents on Algorithmic Trading with Self-Generated MCQs

• URL: http://arxiv.org/abs/2608.11232v1
• Date: Fri, 31 Jul 2026 02:37:57 GMT
• Title: Backtrader-Bench: Benchmarking LLM Agents on Algorithmic Trading with Self-Generated MCQs
• Abstract summary: We present Backtrader-Bench, a framework with two complementary pipelines.<n>A deterministic multiple-choice question (MCQ) pipeline generates questions from backtest configurations across five trading strategies.<n>A generator-solver filtering pipeline autonomously mines harder questions.
• Score: 4.146672630717473
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: Evaluating LLM coding agents in algorithmic trading is difficult because static benchmarks risk data contamination and numerical backtest outputs require ground truth from actual code execution. We present Backtrader-Bench, a framework with two complementary pipelines. A deterministic multiple-choice question (MCQ) pipeline generates questions from backtest configurations across five trading strategies, 33 templates, and three difficulty tiers, with an independent checker that re-derives every answer. A generator-solver filtering pipeline autonomously mines harder questions: a generator writes questions verified by executable code, converts them to MCQs, and discards any that a no-tool solver can answer without code execution. We evaluate 11 models without tools (10 runs each) and four with-tools configurations on a 30-question curated set. Tool-augmented agents reach 90.0% accuracy in a single pass (GPT-5.5 and Opus 4.7), outperforming the best no-tools baselines (73.0%, averaged over 10 runs) by 17 percentage points. On 38 separately mined questions, no-tools accuracy drops further, with half the models falling to roughly random-chance level (25%). Beyond evaluation, the scalable MCQ infrastructure is designed to produce a training corpus for reinforcement learning, with the ultimate goal of building a specialized agent for quantitative trading workflows.

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