- ago
Here is the situation.

Backtest settings Option 1
I like to backtest by looking at a single stock using a position size of Percent of equity at 90%. So I look at the equity curve, metrics report, Positions, etc. I compare to S&P as benchmark. Looks like it beats the benchmark over a long period of time.

Backtest settings Option 2
I compare that to running same strategy for a portfolio of 10 stocks. When I look at By Symbol, I can see only 5 stocks, I figure that is because I used a high position size of 90% that now it won't work based on availability of money to trade.

Backtest settings Option 3
So now I backtest for a single stock with fixed price of $8000 and then with a portfolio of stocks at 10 with a single trade of fixed price of $8000. For a single stock it looks different by testing by itself and testing in the portfolio, when I look at backtest By Symbol.

Can you please tell me what I am missing. Trying to cheat and look at profitability of each individual stock of set of 10 stocks without running it by individual strategies.



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Cone7
- ago
#1
The By Symbol visualizer gives you the profitability of each instrument in the portfolio.
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