{ "tool_id": "var-backtest-kupiec-christoffersen", "slug": "var-backtest-kupiec-christoffersen", "path": "/var-backtest-kupiec-christoffersen/", "mode": "client_side", "usage": "Client-side calculator. Open https://aifinhub.io/var-backtest-kupiec-christoffersen/ and fill in the inputs; results render in-browser.", "methodology": "https://aifinhub.io/methodology/var-backtest-kupiec-christoffersen/", "sample_input": { "tool": "var-backtest-kupiec-christoffersen", "confidence_level": 0.95, "pnl": [ -22727.98, -31722.79, -39252.11, -2545.31, -25908.73, 8117.41, 22054.31, 2684.17, -10043.49, -9248.59, -5033.9, 7915.21, -16028.18, -6642.27, -10882.29, 6545.26, -20207.63, 13863.39, 1277.27, 25174.3, 1272.43, 11381.25, 23129.64, 679.8, -23705.84, 11288.09, 4912.8, 17981.04, -9317.42, -18807.42, 724.51, 3117.39, -10308.82, -2439.71, -10294.99, -13841.85, 7537.28, -24667.29, -7972.95, 18369.52, 1916.03, -2807.87, 2101.23, 297.47, 7216.89, -18172.68, 18404.85, -5246.56, -9030.1, -96.43, 19052.25, -5840.97, 18667.75, -15739.09, -4300.5, 761.11, 10001.56, -11291.4, 5030.78, 12577.04, 21829.4, -18573.94, 190.96, -6542.46, 3285.48, 27574.68, 942.26, -10018.91, 12018.48, 11924.86, -15078.72, 8876.8, 10257.32, 7049.62, 7643.52, -3587.1, 2001.67, 14051.82, 25721.07, -9717.35, 6890.51, 13470.78, -4013.68, -4591.9, 17414.99, 5779.38, 24056.94, 915.43, -8484.14, -11923.81, -16493.06, -6173.74, -7546.58, -6648.91, -23079.08, -17590.9, -10144.84, 8909.34, -12612.92, -15354.25, 5950.48, 13256.57, -11324.47, -14644.14, -2679.5, 17205.72, -220.79, 16104.88, -5538.37, 10864.91, 9808.42, 8910.86, -10681.77, -6217.45, 15599.1, -9110.72, 4793.89, 3646.07, 3538.42, -5308.52, -37673.83, 23443.8, -19850.68, -2343.33, 880.74, 17232.97, -2373.88, -17652.71, 9096.75, 22927.44, 2876.1, 14482.86, -19772.37, 2401.25, -1111.12, -5424.17, 1033.22, 21288.24, 3276.67, -16237.62, 11934.91, -12295.3, 5606.06, 4654.85, -5561.2, 3537.28, -8580, -1651.55, 7615.67, 16961.96, -16372.53, -18141.53, 3191.49, -18603.96, 18255.16, -8319.52, -6036.63, 3905.77, 16364.8, -6484.19, -3477.11, 7354.16, -9870.37, -5027.01, -5134.82, 19240.39, -620.12, -5715.93, 14878.55, -13436.73, 15259.59, -8823.06, 3086.04, -2560.28, -13141.61, 6242.12, 7114.17, -6036.64, -3043.44, 2884.93, 4362.76, 13523.14, -14388.31, 4565.93, -15402.55, 15547.33, -2545.48, 19091.53, 9466.2, 2962.47, 22014.84, -7394.33, 14645.28, 1306.47, 11196.48, -5656.97, -18357.66, -27892.88, 1592.63, 3282.69, 10660.31, 6351.9, -3554.99, -20177.02, -4198.46, -4872.7, -15237.81, 535.12, -8141.47, -19354.18, -15637.06, -2636.86, 4606.17, -7642.48, -1242.9, -29819.41, 17459.7, -15659.75, -4110.96, -10476.92, -1111.13, 4427.31, -12655.08, 16507.19, 9936.93, -1889.58, -2617.89, -2015.86, -5098.18, 5653.96, 8443.86, -908.29, 2344.76, -13263.44, 21269.34, -14292.3, -911.47, -5444.77, -17776.27, -12637.83, 17474.71, 7886.99, 32493.2, 27140.31, -15228.79, 171.75, -6098.38, 12540, 1171.76, 66.66 ], "var_series": [ 18500, 18579.98, 18659.83, 18739.42, 18818.64, 18897.34, 18975.41, 19052.71, 19129.13, 19204.55, 19278.84, 19351.88, 19423.56, 19493.76, 19562.37, 19629.28, 19694.39, 19757.59, 19818.77, 19877.84, 19934.71, 19989.29, 20041.48, 20091.2, 20138.38, 20182.94, 20224.81, 20263.92, 20300.2, 20333.61, 20364.08, 20391.57, 20416.03, 20437.43, 20455.73, 20470.9, 20482.92, 20491.76, 20497.42, 20499.88, 20499.15, 20495.21, 20488.09, 20477.78, 20464.31, 20447.7, 20427.97, 20405.15, 20379.29, 20350.42, 20318.59, 20283.86, 20246.27, 20205.88, 20162.77, 20116.99, 20068.63, 20017.76, 19964.46, 19908.82, 19850.93, 19790.87, 19728.75, 19664.66, 19598.71, 19531, 19461.65, 19390.75, 19318.43, 19244.8, 19169.98, 19094.08, 19017.24, 18939.57, 18861.19, 18782.24, 18702.84, 18623.11, 18543.18, 18463.19, 18383.25, 18303.5, 18224.07, 18145.08, 18066.65, 17988.92, 17912, 17836.03, 17761.12, 17687.39, 17614.96, 17543.95, 17474.46, 17406.62, 17340.52, 17276.28, 17214, 17153.78, 17095.71, 17039.88, 16986.4, 16935.33, 16886.76, 16840.78, 16797.45, 16756.85, 16719.03, 16684.07, 16652, 16622.9, 16596.8, 16573.74, 16553.76, 16536.9, 16523.18, 16512.62, 16505.24, 16501.05, 16500.06, 16502.27, 16507.67, 16516.26, 16528.03, 16542.95, 16561, 16582.15, 16606.37, 16633.62, 16663.86, 16697.03, 16733.09, 16771.98, 16813.62, 16857.97, 16904.95, 16954.47, 17006.47, 17060.86, 17117.55, 17176.45, 17237.47, 17300.51, 17365.46, 17432.24, 17500.72, 17570.8, 17642.36, 17715.3, 17789.49, 17864.82, 17941.17, 18018.41, 18096.42, 18175.08, 18254.25, 18333.82, 18413.66, 18493.63, 18573.61, 18653.48, 18733.1, 18812.35, 18891.09, 18969.21, 19046.59, 19123.08, 19198.58, 19272.97, 19346.11, 19417.9, 19488.23, 19556.97, 19624.02, 19689.27, 19752.63, 19813.97, 19873.22, 19930.27, 19985.03, 20037.41, 20087.34, 20134.72, 20179.49, 20221.57, 20260.9, 20297.42, 20331.05, 20361.76, 20389.49, 20414.2, 20435.84, 20454.39, 20469.81, 20482.08, 20491.17, 20497.09, 20499.8, 20499.32, 20495.64, 20488.77, 20478.72, 20465.5, 20449.13, 20429.65, 20407.08, 20381.46, 20352.83, 20321.24, 20286.73, 20249.36, 20209.2, 20166.3, 20120.73, 20072.58, 20021.9, 19968.79, 19913.34, 19855.62, 19795.73, 19733.77, 19669.83, 19604.03, 19536.46, 19467.23, 19396.45, 19324.24, 19250.71, 19175.98, 19100.16, 19023.39, 18945.78, 18867.46, 18788.55, 18709.17, 18629.47, 18549.55, 18469.56, 18389.61, 18309.84, 18230.38, 18151.35, 18072.87, 17995.08, 17918.1, 17842.04, 17767.04, 17693.21, 17620.68, 17549.55, 17479.94 ] }, "input_schema": { "type": "object", "properties": { "tool": { "type": "string" }, "confidence_level": { "type": "number" }, "pnl": { "type": "array", "items": { "type": "number" } }, "var_series": { "type": "array", "items": { "type": "number" } } }, "required": [ "tool", "confidence_level", "pnl", "var_series" ] }, "output_schema": { "type": "object", "properties": { "exceptions": { "type": "integer" }, "kupiec_p_value": { "type": "number" }, "christoffersen_p_value": { "type": "number" }, "joint_p_value": { "type": "number" } } } }