Hello, Karel,
I've been intensively playing with the backtester, which is truly amazing. So, big Kudos to you!
I think, there is a way to improve even more the efficiency of the backtester, in order to make it faster for the user to take a decision.
Here is a concrete use-case, and what I have in mind to make PTL backtester even better than what it already is: I've created a portfolio comprised on 20 pairs, but I want to automatically generate all the different combinations possible in term of slots number (10, 11, 12, and so on...) but for each result, I would like to be able to sort them based on two sort fields: Max drawdown and/or Sharpe Ratio, preferably in the descending order
Is it something that you think could be implemented?
