At the moment the backtester has a portfolio; a portfolio is associated with one strategy. The backtester is used to test different strategies one at a time, giving their return, Sharpe, drawdown. But should the portfolio have the ability to be associated with multiple strategies (running simultaneously); or should the backtester have ability to run multiple portfolios, each with an individual strategy? Is this somehow important in the context of portfolio optimisation?
Update: in addition to the speed / parallelisation argument, I am looking for a financial argument. One could argue that a backtester is a simulation of the fund's performance; in that context -- would a fund have a portfolio with multiple strategies assigned to it?