Single trading strategies can experience extended drawdowns due to shifting market regimes (trending vs. mean-reverting markets). Hedge funds and quantitative firms overcome this limitation by deploying a multi-strategy portfolio model that blends uncorrelated strategies across different asset classes and timeframes.
With the BacktestView Portfolio Backtester, you can upload multiple TradingView CSV exports simultaneously. Our algorithm normalizes execution timestamps, aggregates individual equity curves into a master portfolio, and calculates real-time correlation statistics to show you true diversification benefits.
Combine strategy exports from Crypto, Forex, Commodities, and Equities into one single portfolio equity curve.
Identify positively and negatively correlated strategies to reduce overall portfolio variance and max drawdown.
Adjust individual strategy weightings to maximize your combined Portfolio Sharpe Ratio and Capital Efficiency.