Here is the situation.
Backtest settings Option 1
I like to backtest by looking at a single stock using a position size of Percent of equity at 90%. So I look at the equity curve, metrics report, Positions, etc. I compare to S&P as benchmark. Looks like it beats the benchmark over a long period of time.
Backtest settings Option 2
I compare that to running same strategy for a portfolio of 10 stocks. When I look at By Symbol, I can see only 5 stocks, I figure that is because I used a high position size of 90% that now it won't work based on availability of money to trade.
Backtest settings Option 3
So now I backtest for a single stock with fixed price of $8000 and then with a portfolio of stocks at 10 with a single trade of fixed price of $8000. For a single stock it looks different by testing by itself and testing in the portfolio, when I look at backtest By Symbol.
Can you please tell me what I am missing. Trying to cheat and look at profitability of each individual stock of set of 10 stocks without running it by individual strategies.
Backtest settings Option 1
I like to backtest by looking at a single stock using a position size of Percent of equity at 90%. So I look at the equity curve, metrics report, Positions, etc. I compare to S&P as benchmark. Looks like it beats the benchmark over a long period of time.
Backtest settings Option 2
I compare that to running same strategy for a portfolio of 10 stocks. When I look at By Symbol, I can see only 5 stocks, I figure that is because I used a high position size of 90% that now it won't work based on availability of money to trade.
Backtest settings Option 3
So now I backtest for a single stock with fixed price of $8000 and then with a portfolio of stocks at 10 with a single trade of fixed price of $8000. For a single stock it looks different by testing by itself and testing in the portfolio, when I look at backtest By Symbol.
Can you please tell me what I am missing. Trying to cheat and look at profitability of each individual stock of set of 10 stocks without running it by individual strategies.
Rename
The By Symbol visualizer gives you the profitability of each instrument in the portfolio.
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