Portfolio backtest

Several symbols trade one shared simulated account: they compete for the same capital, buying power and risk limits. Simulated fills are not guaranteed to have been executable in the real market. This is a research tool; it places no real orders.

1. Symbols and periods

Each line is a symbol and the period it is traded in. Lines are served in the order listed when they compete for capital at the same moment. The same symbol can appear again for a different, non-overlapping period (for example one line per scanned day).

Add the matches of a saved scan

No saved scans yet (save one on the Scanner page).

Or type symbols (comma or space separated)

From (New York date)

Nothing added yet.

Bars

Prices

Regular trading hours only

Unadjusted prices are what actually traded. Bars come from the local store and are downloaded from Massive only when missing.

2. Strategy

DEMO: N-bar breakout (demonstration only) (version 1.0). Demonstration strategy only. It is not a validated trading strategy, not a recommendation, and not the trader's strategy. Parameter values are arbitrary examples.

Lookback bars

Direction

Stop % of price

Target (R multiple, 0 = none)

Max trades per symbol per day

Flatten at

3. The shared account and its limits

The values below are examples only, not any broker's rules or the trader's risk policy. Buying power = equity × leverage − value of open positions − capital held for pending orders. Short sale proceeds are not spendable. No margin calls or interest are modelled.

Initial capital

Leverage (× equity)

Position sizing

% of equity at risk

Capital freed by an exit can fund an entry in the same bar (optimistic)

Portfolio limits (leave empty for no limit)

Max concurrent positions

Max one position (% of equity)

Max total exposure (% of equity)

Max risk per trade (% of equity)

Max total open risk (% of equity)

Risk of a trade = shares × distance to its stop. Value-based sizing is reduced to fit a limit; a fixed share count that does not fit is rejected.

Slippage, commissions and fees

Slippage

Slippage amount

Per share ($)

Per order ($)

Minimum per order ($)

SEC fee ($ per $1M sold)

FINRA TAF ($/share sold)

Short selling

Allow short selling

Borrow fee (% per year)

Locate fee ($/share)

Shortable symbols (optional)

With an empty list, short availability is assumed for every symbol: the platform has no historical locate or borrow data and does not invent any.

Fill rules

If one bar reaches both stop and target

Limits need a trade-through

Close an open position at the end of its period

4. Check the data, then run

The check loads each symbol's data and reports what is complete, known missing, uncertain, or assumed. A run on data with an unexplained gap is refused unless you explicitly allow it.

Save this run to the database

Saved portfolio runs

Each saved run keeps its strategies (id, version, parameters), the symbols and periods, the account and limits, the engine version, a fingerprint of the exact data each symbol used, the data-quality report and the results. Market data is not copied into the database. Open shows the saved result as it was. Repeat runs it again on today's data and says exactly what is the same and what changed.

No saved portfolio runs yet.