Strategies Composer

Introduction

The Composer or multi-strategy backtesting feature is an advanced tool designed to evaluate the performance of various trading strategies, both individually and collectively.

This feature provides users with valuable insights to refine and optimize their global strategy when running multiple strategies at the same time.

Designed to help detect correlation between different strategies or to determine if strategies can hedge each other, the Composer is a must-have and exclusive Runbot tool.

  1. Comprehensive Results: The Composer feature not only provides performance metrics for each individual strategy, but also delivers a global result that showcases the combined performance if all the strategies were employed simultaneously.

  2. Strategy Allocation: Users have the flexibility to allocate different sizes or weights to each strategy, enabling them to experiment with various allocation approaches and find the optimal balance between strategies.

  3. NFT Strategy Integration: This feature supports the backtesting of both your classic strategies as well as strategies derived from NFTs (even those you don't own), offering users the ability to explore and evaluate a wide array of trading strategies.

You can backtest strategies trading on different markets and pairs.

To start backtesting with the composer, go to https://app.runbot.io/Composer

After adding your strategies, you can allocate a weight/specific amount of capital (in %) for each strategy.

Select the total initial capital you want to allocate for all the strategies and the backtest period.

Request a backtest for the results.

Congrats you successfully backtested multiple-strategies at the same time!

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