Separate summary statistic via backtest or in exploration for b1 , b2, b3 strategies for in a single run

Is it possible to have respective summary statistics for every strategies in a single code for exploration purpose?

for example=>

Afl code is:




can separate summary statistic be generated via backtest or in exploration for b1 , b2, b3 strategies in a single code in single run.

" One method is to Run backtest for a particular strategy say b1 at a time and save its summary , for this backtest will have to run a number of time for each strategy and it is very time consuming ". Is any other method available to do the work simultaneously?

You would need to generate your own summary metrics from the CBT. However, you will potentially have other issues to contend with when combining multiple strategies in a single AFL file. For example, how will you guarantee that when you enter a trade for XYZ using B1 that you only exit with S1 and not S2 or S3?

Another alternative would be to run the strategies separately as you suggested, and create a batch file to execute them. Therefore you're only running one thing (the batch) but getting multiple sets of results.

Thanks very much for our valuable suggestions!