Portfolio backtest
KPIs, equity curve and risk metrics
Equity curve
Portfolio and per-component value over time
Monthly returns
Year table and monthly heatmap
Contribution analysis
How each component adds to the result
Performance per ticker
P/L, Sharpe and win rate per symbol
Trade log
Every trade with entry, exit and reason
Did rebalancing add value?
With vs without, net of costs
Risk / return trade-off
Rebalancing impact on return and risk
Rebalancing log
Turnover and cost of every rebalance
Monte Carlo forward
Project the portfolio over the next 10 years
Projection outcome
Probability of loss and severe-drop verdicts
Historical stress test
Replay real crises: Covid, Lehman, dot-com
Crisis behaviour
Portfolio vs benchmarks during the crash
Create a portfolio
Name, capital, currency and period
8 asset classes
Equities, ETFs, crypto, FX, futures, bonds…
Screen the universe
Filter thousands of ETFs by issuer, region…
Capital allocation
Equal, manual or inverse-volatility weights
Rebalancing rules
Time-based, drift and conditional triggers
Conditional allocation
Shift weights on a signal, like the VIX
Portfolio hedging
Reduce market beta with a synthetic short
No-code strategy builder
Build strategies without writing code
Entry conditions
Long and short rules on indicators
Indicator library
Momentum, trend, volatility and volume
Exit rules & stops
Stop-loss, target profit, trailing, time stop
Conditional exits
Close on an indicator signal, long and short
Position sizing
Volatility target, fixed fraction or all-in
Regime filter
Trade only in the right market regime
Bar structure
Time, volume or dollar bars (López de Prado)