Portfolio backtest: a free portfolio backtester for your own data
Upload a daily file of date and close for each market, give each one a weight and pick the dates. You get the annual return, the worst drawdown, the equity curve and what each one added. Your files stay in your browser. No sign-up.
Runs in your browser. Nothing you type is uploaded.
How it works
A portfolio backtest holds several markets at fixed weights over past dates and measures the one account that holds them all: its yearly return, its worst fall from a peak and how much each market added.
The built-in example is TAIEX futures alone, on monthly returns, from 2010-01-29 to 2026-10-29, with costs: 10.1% a year, with a worst drawdown of 29.6%. For any other market, upload your own data.
How to use it
Upload one file per market, or paste the rows. A first line of column names is fine, and so are extra columns: the tool looks for Close. New files share the portfolio equally until you type a weight.
Weights are exposure: 100% means positions worth the whole account. Under 100%, the rest sits in cash at no interest. Over 100%, the weights are scaled down, because borrowing for free would flatter the result.
What the test counts
Each market's money moves with its close. With rebalancing on, the account goes back to your weights on the first date of each period, and the trades pay the cost you set. Contract rolls pay it too, as many times a year as you enter.
Annual return is the compound rate from the first date to the last. Max drawdown is the largest fall from a peak on the closes in your files, so a fall inside a day doesn't show, and monthly data hides more.
What it leaves out
It holds positions; it doesn't test entries, exits or strategies. Interest on the cash behind a futures position isn't added, and neither is margin: a contract that falls far enough would be closed by your broker before this test closes it.
The result is only as good as the file. If your continuous series isn't adjusted for rolls, the jump between two contracts counts as profit or loss, which flatters markets that roll upward.
Questions
What is a portfolio backtest?
A test of several markets held together at set weights over past dates. It answers what the whole account would have done, including whether the markets fell together.
Is this portfolio backtester free?
Yes, with no sign-up and no limit on runs. It runs in your browser on the daily files you upload, up to 20 at a time. TAIEX futures are built in as an example; every other market needs your own data.
What file format does it need?
A CSV or text file with a date and a close on each line. Comma, semicolon, tab or spaces all work, and so do files with open, high, low and close columns. Dates like 2024-01-02, 2024/1/2 and 01/02/2024 are read.
Are my files uploaded anywhere?
No. The file is read by this page in your browser and no request is made, so your data stays on your computer. Reloading the page clears it.
Can it run a dividend portfolio backtest?
Yes, if your files already include the dividends: upload total-return or dividend-adjusted closes for each stock or fund. With plain closing prices, dividends aren't counted.
Should I rebalance monthly?
Compare them here: switch Rebalance between Monthly and Never on the same weights. Monthly keeps your weights in place and pays more trading cost; Never lets the winners grow until they dominate the account.
Why did my start date move?
All the files need data for the same dates, so the range starts when the youngest one does. The note under the chart says which file moved it.
Turn this calculation into an automated strategy
AlphaPrime generates, backtests and filters strategies automatically.
For education. Not investment advice. Check the exchange before you trade.