Build Portfolio Backtests

The Portfolio Builder combines positions from your completed Backticks into one composite backtest, so you can see how a whole book of strategies performs together instead of one at a time.

Why run a portfolio backtest

Every strategy has flat stretches and drawdowns. A portfolio backtest shows what happens when several positions run side by side: whether their drawdowns overlap or offset, how the combined equity curve smooths out, and what the blended risk numbers look like. Instead of rebuilding anything, you assemble the portfolio from positions that already exist in your completed runs, each carrying its full historical results.

Start in the Position Library

The Position Library is the curation surface: it lists every position from your completed Backticks so you can browse and pick the ones worth combining. Each row shows the position, the Backtick it came from, the run time and test period, its leg definitions, and its historical results: Total Profit, CAGR, Sharpe, Sortino, Max DD (%), MAR, Avg $/Qty, and Win Rate. Click a column to sort, or use the search box to filter by position, Backtick, or symbol.

Two actions sit on every row. View Position opens a read-only detail view of the position's settings, and View Results opens the full results page of the run it came from. To narrow the list, filter by Tags, set a Minimum Test Length (1 day up to 5 years, 30 days by default), or bound the search with Include Runs From and Include Runs To dates. Reset clears the filters.

Select the positions you want, then click Run Portfolio. Your selection carries straight into the Portfolio Builder.

Filter candidates by KPI

Both the Position Library and the Portfolio Builder include a KPI Filters panel with range sliders for Total Profit ($), CAGR (%), Sharpe, Sortino, Max DD (%), MAR, Avg $/Qty, and Win Rate (%). Tighten a slider and the table immediately hides positions outside the range, which turns hundreds of historical positions into a short list of candidates that meet your bar. The Hide Positions with Negative KPIs switch is on by default and removes anything with a negative headline metric.

Build and run the portfolio

The Portfolio Builder assembles the run. Give it a Backtick Name and optional Tags, then work down the page:

• Backtick Test Settings sets the test period (with quick timeframe presets), Starting Balance, Skip Days, and the same simulation controls available on other Backtick runs, including entry, exit, and stop slippage and delay overrides. Backtick User Settings and Simulation Realism explains what each override does.
• Commission Profile picks the cost model for the whole portfolio, with a summary of the selected profile shown beside the picker. See Commission Profiles in Backtick.
• Positions lists what you have added so far. Select rows to use the bulk actions: Select All, Clear Selection, Update Account (assign a Backtick position account to the chosen positions in one step), Update Skip Days, and Delete Positions.
• The Position Library section at the bottom is the same KPI-filtered candidate table, so you can keep adding positions without leaving the page.

When the lineup is ready, click Run Portfolio. The run goes through the normal Backtick queue and lands on the standard results page, where the combined equity curve, drawdown analysis, and per-position table show how the book behaves as a whole. Read Your Backtick Results covers the output.

Position dependencies

Some positions reference other positions for their trading rules, for example a position that only opens after another one stops. When you add a position like that, the builder shows a Position Has Dependencies prompt: "This position references other positions for its trading rules." You choose how to handle it:

• Add Dependent Positions brings the referenced positions into the portfolio too, so the rules keep working exactly as they did in the original run.
• Remove Dependencies strips those references from the copy in this portfolio, so the position runs standalone.

When related positions are detected for the portfolio as a whole, a Related Positions Found prompt offers the same choice with Add Them, Clear Settings, or Skip. If a dependency is missing, the dependent behavior simply cannot fire, so add the referenced positions unless you specifically want them gone.

Position limits by plan

Each Backtick plan allows a maximum number of positions in a single run. If you hit it, a Position Limit Reached notice shows your plan's cap; on lower tiers it offers an upgrade path, and on the highest tier it means the portfolio needs to be trimmed. Manage your plan from Account Settings.

Where to go from here

A portfolio that holds up is a natural candidate for live deployment: Turn a Winning Backtick into a Live Bot covers converting positions into bots. To stress one strategy across a range of settings instead of combining many, use SweepTick.