Hi, i am testing Zorro at the moment, doing some backtest speed tests.

My setting is a simple script entering one trade per day at a certain time and closing the trade at the same day (also fixed time). The test is with M1 bars.

Now i tested a bit.. first simple script took me 3 min to test it (8 years). Removing Monte Carlo made it much shorter already (for quick tests i dont need that, only for close-to-final tests).

Now i used Bar+=15 (skipping bars) - before, (between) and after my (fixed) trading times. This reduced backtest speed to just ~ 20s BUT this method makes the Result Graph buggy (blue equity chart is missing many bars)


I figured out that every run() is taking some time, so i would like to know if there is an option to skip everthing for e.g certain hours of the day.
So it would just run - run() during my market hours where i want to trade. StartMarket doesn't seem to work this way,
it does not increase the performance. Is there a way to do so? Are there any other tricks and tips for backtest performance?