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Backtesting multiple futures as a portfolio

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    Backtesting multiple futures as a portfolio

    Hello,
    Can I backtest multiple futures where each contract has a different strategy and aggregate the backtested results as if it were a portfolio?

    For example if I trade the ES and backtest an MA Crossover strategy, CL with a breakout strategy and 6E with a mean reversion strategy, can I backtest as if they traded simultaneously in the same account?

    Thanks very much.

    #2
    Hi cdalrym100, thnaks for your note.

    The strategy analyzer can backtest one strategy at a time. Note that you can open multiple Strategy Analyzers in one workspace. I will submit a feature request to track the demand for this type of feature in the Strategy Analyzer.

    Thanks in advance for your patience.

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