Portfolio Details page

Portfolio Details page

Anomalies Pages Jun 29, 2023

This page contains the results of the backtest of one Portfolio.

In the top of the page there are the information about the Portfolio.

Portfolio Settings

There are differences in the actions you can do whether you are the Author of the Portfolio or not.

If you are the Author you can:

  • edit the Name
  • edit the Description
  • edit the Portfolio components:
    • Delete the component: garbage icon
    • change the Direction: long or short
    • change the Weight: it is the multiplier of each trade return
    • change the Year start and Year end: by default is considered the entire history available.

When you have completed the changes, click on Save Changes button. Portfolio backtest will be computed with the new settings (it may take a minute).

If you are NOT the Author, you can:

  • add Anomaly to 'My Anomalies': plus icon

Run the Backtest

To run the backtest and compute Portfolio equity-line and statistics:

  • choose the Year from and Year to. By default it is choosen the entire history available.
  • click the button Compute Statistics

The backtest is computed using Net Returns: returns obtained by Anomalies after deducting trading costs.

Backtest Results

The results are composed by:

  • Equity Lines chart
    • there are two lines: the equity of the Portfolio (black line) and the equity of S&P 500 index as Benchmark (red line)
    • it is possible to customize the chart by clicking the chart icon in the bottom-right of the page.
  • Statistics table
    • it contains 'Net-Statistics' computed in the 'Entire History'
    • the explanation of the backtesting metrics is available in this article
    • if a metric
      • is red => is worse than the Benchmark one
      • is green => is better than the Benchmark one

Video on YouTube

All Anomalies page presentation and tutorial is available on YouTube

  • Link to the Video in English
  • Link to the Video in Italian
Portfolio Details page


Andrea Ferrari

I deal with Programming and Finance, I lead the R&D of ForecastCycles. I strongly believe that Seasonality, COT and Macro and Fundamental analysis are the basis for Trading and Investments.