I'd like to compare the performance of multiple Algorithms over the last X amount of days, then base my next trade on that.
Is there currently a way to do this?

Like, I'd like to try three different algorims simultaneously, and then based on what one of these three has performed the best over the last period, then use that algorithm to do the trades.

I've started making my own logger that stores performance based on an index, but I'm not sure that it's the best way to do it.