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Backtesting a Portfolio

From MultiCharts


Once a portfolio has been created, a strategy configured, and portfolio settings selected, the portfolio can be backtested.
To backtest a portfolio:

  1. Open Portfolio Trader window.
  2. Click the Backtesting button on the toolbar, or
  3. Select Portfolio in the main menu and then select Run BackTesting.


Backtesting a portfolio will generate a Portfolio Performance Report that will be displayed in a separate window.

A description for each performance measure can be found in the Report.