📦 Portfolio backtest combine several assets · signal-based allocation
Cumulative return · starts at 1 · log Y
Portfolio
Buy & Hold (same weights)
Drawdown (MDD)
Walk-forward (realistic estimate)
Walk-forward
Buy & Hold (same weights)
Strategy performance
Cumulative return (log scale)
When does this strategy buy & sell?
Cumulative return · starts at 1 · log Y
Strategy
Buy & Hold
Drawdown (MDD)
Strategy
Buy & Hold
Annual returns
Monthly returns heatmap (%)
In-sample vs Out-of-sample (70 / 30)
Walk-forward (realistic estimate)
Walk-forward
Buy & Hold
How it works (plain)
Parameter robustness