Note that in Python if there is whitespace after the `\` it will be an error:
In [1]: s = 'one\
File "<ipython-input-1-270c132ab6d9>", line 1
s = 'one\
^
SyntaxError: EOL while scanning string literal
I think it's safer to just use the implicit string literal concatenation and implicit line continuation:
In [2]: s = (
...: 'one'
...: 'two'
...: 'tree'
...: )
In [3]: s
Out[3]: 'onetwotree'
Which lets you order the strings with the desired indentation level, without forcing you to write them flush to the left, as in your example.