Hi, maybe a little nice improvement in backtesting would be to have an optional parameter that allows you to have, as well as the final result, the "partial" result of every item in routes.
So if I have:
routes = [
(exchanges.BINANCE, 'BTCUSDT', timeframes.HOUR_4, 'TrendFollowingStrategy'),
(exchanges.BINANCE, 'ETHUSDT', timeframes.HOUR_1, 'TrendFollowingStrategy'),
(exchanges.BINANCE, 'ADAUSDT', timeframes.HOUR_4, 'ScalpingStrategy'),
at the end of the simulation I can understand how they performed individually too