OPEN-SOURCE SCRIPT

Portfolio Simulator & Backtester

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Multi-asset portfolio simulator with different metrics and ratios, DCA modeling, and rebalancing strategies.

Core Features
Portfolio Construction
  • Up to 5 assets with customizable weights (must total 100%)
  • Support for any tradable symbol: stocks, ETFs, crypto, indices, commodities
  • Real-time validation of allocations

Dollar Cost Averaging
  • Monthly or Quarterly contributions
  • Applies to both portfolio and benchmark for fair comparison
  • Model real-world investing behavior

Rebalancing
  • Four strategies: None, Monthly, Quarterly, Yearly
  • Automatic rebalancing to target weights
  • Transaction cost modeling (customizable fee %)

Key Metrics Table
  • CAGR: Annualized compound return (S&P 500 avg: ~10%)
  • Alpha: Excess return vs. benchmark (positive = outperformance)
  • Sharpe Ratio: Return per unit of risk (>1.0 is good, >2.0 excellent)
  • Sortino Ratio: Like Sharpe but only penalizes downside (better metric)
  • Calmar Ratio: CAGR / Max Drawdown (>1.0 good, >2.0 excellent)
  • Max Drawdown: Largest peak-to-trough decline
  • Win Rate: % of positive days (doesn't indicate profitability)

Visualization
  • Dual-chart comparison - Portfolio vs. Benchmark
  • Dollar or percentage view toggle
  • Customizable colors and line width
  • Two tables: Statistics + Asset Allocation
  • Adjustable table position and text size

🚀 Quick Start Guide
  • Enter 1-5 ticker symbols (e.g., SPY, QQQ, TLT, GLD, BTCUSD)
  • Make sure percentage weights total 100%
  • Choose date range (ensure chart shows full period - zoom out!)
  • Configure DCA and rebalancing (optional)
  • Select benchmark (default: SPX)
  • Analyze results in statistics table

💡 Pro Tips
  • Chart data matters: Load SPY or your longest-history asset as main chart
  • If you select an asset that was not available for the selected period, the chart will not show up! E.g. BTCUSD data: Only available from ~2017 onwards.
  • Transaction fees: 0.1% default (adjust to match your broker)

⚠️ Important Notes
  • Requires visible chart data (zoom out to show full date range)
  • Limited by each asset's historical data availability
  • Transaction fees and costs are modeled, but taxes/slippage are not
  • Past performance ≠ future results
  • Use for research and education only, not financial advice

Let me know if you have any suggestions to improve this simulator.

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