TradeStation Portfolio Maestro

Backtest Portfolio - Standard

To backtest a portfolio using Standard:

1. Click the Manage Portfolios icon from the Shortcut Bar.
2. Select the desired portfolio to backtest from the Selections panel.
3. Click the Backtest Portfolio button. The Backtest Portfolio [portfolio name] dialog is displayed.
4. From the Settings tab:
• Enter the desired report name to be used in which the results will be saved to in the Report Name box. If a report name has already been used, you can overwrite the existing report by selecting it from the drop-down list.
• Enter the desired amount required in the Initial Capital field.
• Select the desired date range from the Date Range drop-down list.
• Enter or select the desired start and/or end date in the From/To drop-down lists.

 If a specific date range was specified, changed the From or To date causes the second date to automatically adjust.

• Select Standard from the Backtest Type drop-down list.  See Backtesting Portfolios for more information.

5. From the Costs & Quantity tab:

• Enter the Order Quantity amount and if it represents Fixed Shares or Fixed Dollars.  Edit the Round down and Minimum number shares if desired.
• Enter an amount for Commissions and select whether it will be applied per Share and/or per Trade.
• Enter an amount for Slippage and how it will be applied.

6. From the Strategy Inputs tab, enter any new Values to use for strategy inputs in this backtest.
7. From the Ranking tab, enter any new Values to use for ranking inputs in this backtest.
8. From the Symbols tab:

• Select the Exclude check box for a symbol to prevent it from being used in this backtest. To exclude all symbols, click the Exclude All Instruments button.
• Select the Create Chart check box to create a chart for this symbol during the backtest. To create charts for all symbols, click the Create All Charts button.

9. Click the Perform Backtest button to start backtesting the selected portfoliob.