Rolling Tests in Tools vs. Rolling Backtests in Screens

I wonder if anyone could comment on the differences between Rolling Tests in Tools and Rolling Backtests in Screens, how each can be best employed as well as traps or non-intuitive aspects of the protocol for using each that you have found. It seems these tools could be very useful.

In particular, I am not sure what to make of the number of stocks produced in Rolling Backtests in Screens. That number is almost always higher than I would expect to see.

Rolling Backtests in Screens relies upon Max Position % (0 - 100) and Max # of Stocks.

Rolling Tests in Tools (by means of the Portfolio being tested) relies upon Ideal Size of New Position and Buy Constraints.

Thanks very much.

Hugh

For me, the biggest difference is that you can turn off all sell rules in the portfolio and create a true buy and hold portfolio over 10 to 15 year horizons.
With screener - one year is the max holding period.

Where exactly is the “rolling back test in tools”?

https://www.portfolio123.com/app/opener/ROLL or click on Research and under Tools click on Rolling Tests.