You can do portfolio based backtesting on stocks with TradersStudio. We have clients who have backtested a basket of 2000 to even one customer who trades 4300 stocks using the program. I have not personally tested more than 2000. You can even optimize to find the best system parameters across the basket. In addition with a single mouse click you can look at each individual stock or a table of individual results for each stock using one of the built in custom reports.