Portfolio backtest is positive while individual backtest is all negative how is than?

Question

Hi, i recently started doing formulas for automated trading. I dont understand how my portfolio backtest (of dayly  data that comes with downloading amibroker) is positive and when i do a individual backtest all companies (except 1 ) is negative.

Can someone explain me why there are discrepancies between portfolio and individual backtest?

Does amibroker index the portfolio?

Thank for your time.

Kylian

Answer 1

You are taking DIFFERENT trades, that is why

Start reading the manual:

http://www.amibroker.com/guide/h_portfolio.html

Your question has about the same sense as asking "why 100 cars with one person inside each go faster than 1 car with 100 persons inside"