Portfolio are identical to Backtest executions the only difference is that instead of running each strategy/instrument separately they can be combined into a single portfolio. This would reflect a real-world situation where multiple strategy/instruments are trading on the same account.
Note that you can mix strategies of different periods (1 Min, 10 Min, Daily) in a portfolio.
Additionally the portfolio can be rebalanced automatically based on performance parameters. The “transaction before rebalance” input is used to determine the rebalance period. Once a strategy has performed n transactions it could be rebalanced based on its rebalance parameters.
You can define up to 5 rebalance parameters and assign appropriate weights. By default all the weights are set to 1 which means that the parameter has maximum influence. By reducing the weight the parameter will have less effect on the final weights of the strategy.
A common setup is to use the net profit % along with the sharp ratio of varying weight.