Is there a way to backtest a group of stocks, each individually, and then get that stats for each stock (i.e. Sharpe, win%, Loss%, #trades)?
For example, if my backtest period is 5 years, run the backtest for stock A for the 5 year period, calculate the stats and then move to stock B. So, in other words, I would would see how successful a strategy was for each stock in my universe. Otherwise I would have to manually run the backtest on stock A, mark down the statistics by hand and then run the test on stock B etc...
