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Last updated on 22. 5. 2020 by Mark Fric
Results – Strategy correlation
tab Portfolio correlation is visible only if the strategy backtest contains multiple results:
- you used Merge function (in databank) to merge multipe strategies to a portfolio
- you use Backtest on additional markets cross check to test the strategy on more markets
The correlation matrix has to be computed, you can choose correlation by hour, day, week or month and correlation of Profit/Loss or trade counts.
When you have multiple strategy backtest merged in one strategy, you can also see equity curves for all of them in Equity chart:
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