I’ve not been affected by this rule but one way round it might be the following:
Let’s say you want to create a portfolio of 15 EAs on three different pairs. 5 on EURUSD, 5 on EURJPY and 5 on USDJPY.
You set each of the 5 EAs to trade a slightly different lot size (0.01 – 0.05) choosing what EA gets what lot size based on ranking suck as largest stop loss size, or largest nett profit for example.
That way you could all of these on the same account and they would trade together without affecting each other, and you have 0.15 lots assigned to each of the three symbols for balanced.
Like I say, I am not affected so never thought about it until now, but that’s what I would do if I was. Unless I am misunderstanding.
Also for incubation accounts would be easy enough to set different EAs with different lot sizes and then just organize at the FXBlue point and just use the profit factor to pick winners as that will be unaffected by lot size.