Hi

I did a backtest in workshop6_2 with 32 assets and 5 WFO and 2 years. I added as well some optimization parameters so that it looks as mine. The backtest needed 3 hours and it is just 2 algo functions. If the algos are more complex and there are around 10 in the strategy, then 10 hours for backtest is not as long.

The timer function needs the same time to be executed than in my script as well... around 0.3ms.

To speed up all the analysis I want to do, I am using the google vps. They give you 300$ that you can use in the CPU instance. One is charged each minute the instance is active. It looks quite friendly and easier to implement than amazon.