Multivariate time series forecasting underpins applications in finance, meteorology, and industrial operations. Yet two persistent hurdles remain: (i) models typically choose between Channel–Independent (CI) and Channel–Mixed (CM) formulations—each with distinct strengths—leading to large performance variance across datasets; and (ii) short-term dynamics and long-term trends are hard to model jointly, making it difficult to capture both transient bursts and periodic patterns. We propose FusionTimePatch (FTP), a purely MLP-driven, lightweight framework composed of three modules: (1) Dual-View Global–Local Fusion (Dual-GLF), which runs CI and CM views in parallel and employs multi-scale patch recursion to adaptively adjust the look-back window, thereby coupling global tendencies with local details; (2) Channel Enhancement (CE), which adaptively identifies and amplifies salient channel signals and diffuses them to others, improving sensitivity to abrupt events and latent drivers; and (3) a Linear Fusion layer, which unifies Dual-GLF and CE outputs to strengthen cross-view interactions and enhance robustness. Extensive experiments on multiple public benchmarks show FTP consistently surpasses state-of-the-art counterparts in both accuracy and efficiency, offering a scalable new paradigm for multichannel forecasting. Code and datasets are publicly available at https://github.com/Zhveh7/FTP.