Merging backtest reports

Is it possible to merge multiple backtest reports into a single report?

Full scenario:
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.


Probably a more efficient way but if it was something I was tackling I can think of two methods.

I’d look at some of the date functions built into Amibroker and try using some if() statements to control my logic depending on date.

Another method I can think of is perhaps trying this.

Sure you could merge the two trade lists into excel or whatever you choose then import back combined with something like link above.


Using if statements is not possible because when doing walk-forward sometimes the same date is the in-sample of one AFL code, and sometimes it's the out-sample of another AFL code.

But I just tested the code from the link you provided and it worked perfectly.
Thank you

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