Performing robustness tests on portfolio in SQX

I want to ask if it's doable to perform MC tests or WFM optimization on portfolio (basket of instruments) instead of just one instrument.


when performing test on additional markets, a portfolio will be created with all the instruments selected, and you can view the equity curve of the portfolio, and other stats such pf, ret/dd...etc


Now I want to preform other robustness tests on this portfolio as a whole, in SQX you can't do that, it perform the other robustness tests only on the original selected instrument in the Data tab.


Let's say you have a portfolio of 5 instruments with 500 trades, 100 of these 500 trades are performed on the original selected instrument in the Data tab. Now if I want to preform MC randomize trades order test, it will only randomize the 100 trades of the original selected instrument in the data tab, and not the 500 trades of the whole portfolio. And the MC equity curves will represent the 100 trades instead of the 500 portfolio trades.


So the feature I'm asking for is to be able to perform all the other robustness tests, such as MC tests, WFM...etc, on the portfolio as a whole and not only one instrument.