First of all I need to say that I totally agree with you that backtesting is essential.

However it's very hard to backtest a multipair EA if the trades are dependant of each other **. For example I would like to have situation where only 10% of my account can be affected any time. If the testing is not done with all currencies at the same time, I can never know how big my exposure really is at given time **.

**) Unless you simulate trades on other currencies, that's what I do but it's pain in the ass because you have to do the same work as the MT would do manualy.