Is it possible to merge multiple backtest reports into a single report?
I am backtesting a dynamic strategy that's changing depending on trading dates. e.g. when backtesting it in 2015 the AFL code is different and applied to different stocks compared to backtesting it in 2016.
So now when I'm backtesting it, for each trading period I am manually doing the changes to the AFL and running the backtests, and now I am left with multiple backtests reports that is hard for me to analyze the overall performance of the strategy. I would really like to merge the reports and look at them as a single report.
I know that I can always export the reports to EXCEL and calculate the metrics there, but I like the way AmiBroker reports are presented with the equity/drawdown graphs, monte carlo etc.