Any way to back test / Optimize a group of strategies?

[algoapi]

Is there any way to back test or optimize a group of strategies? Each strategy is used to trade a specific instrument that is different from others. For example, strategy 1 trades USD/JPY, strategy 2 trades EUR/USD, how can I get the report for the combined backtesting with all the detailed reporting items such as average win/lose, sharpe ratio etc? Thanks

[NinjaTrader_Jason]

Hello algoapi,

Unfortunately this is not supported. However you can perform a basket test - you can backtest/optimize a strategy on an entire instrument list.

http://www.ninjatrader.com/support/helpGuides/nt7/basket_test.htm

The 'combined results' row that is displayed once finished will only display a Summary-tab. It contains sharpe ratio, average win/lose and other calculations.