For everyday backtesting, the current (sensible) portfolio 'limitation' (number of backtests) is find and dandy.
If we're automating, then there's a case for 'bigger' (more backtests included) portfolios, as 'the more blended the mix, the smoother the flavour (and, hopefully, profit curve).
For roobot-subscribers:
  • maximum no. of backtests in a Portfolio - 100
But let's keep it sensible (and not blow up the servers!):
  • 100 mega-pOOrt runs a month; OR (?)
  • max. 20k trades in a mega-pOOrt backtest