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Portfolio Back Tester

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The Portfolio Back Tester simulates a portfolio over historical data — entries, exits, position limits, costs, and rebalancing — so an idea can be examined as a portfolio rather than a single chart. All results are simulated.

Where to find it

Open Back Tester from the Workspace section of the dashboard sidebar.

Two modes

  • Signals — positions are opened and closed by your entry and exit rules, within portfolio-level limits.
  • Rebalance — a fixed basket is held and rebalanced on your schedule.

Configure the simulation

  • Entry & exit rules — the conditions that open and close positions in Signals mode.
  • Portfolio & costs — starting capital, position sizing, and cost assumptions.
  • Risk & timing — stop loss, profit target, and max open positions.
  • Astro filter — optionally restrict entries to chosen astro windows (for example around new or full moons).
  • Rebalance rules — the schedule and weights used in Rebalance mode.

The universe is capped at 60 symbols per run.

Read the result

The report shows the simulated equity path with trades listed per symbol, so both the portfolio outcome and the positions that produced it stay inspectable. Results are simulations over past data under your assumptions — costs, fills, and liquidity in live markets can differ.

Save and revisit

Up to 20 backtest configurations can be saved, renamed, and reloaded. Saved backtests store the configuration; rerunning uses current history.

Use it responsibly

  • Change one assumption at a time; a result that survives only one exact configuration is fragile.
  • Watch the trade count: few trades mean wide uncertainty.
  • A backtest describes the past. It is not a forecast of future results.

Plan access

The Portfolio Back Tester requires Pro.

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