I had the very same question to Petko during one of the 1:1 sessions with him( I did a couple and they were all very useful).
One of the ways is exactly what you said – import the data from the other broker and check if the equity line is similar or not. It you see totally different results, you can really do a lot. If you optimize it, there is a risk of over-optimization.
If you want to take average values for the parameters (what Petko did) you need to switch between the different data sources, optimize with round numbers and acceptance criteria, and take the average values.
Let’s say the SL with one of the brokers is 80, with the other is 70, and with the third is 40. You will take average SL of 66.
That is a lot of work that I tried as well, and I figured out that I really do not need to do it for myself because I use just 2 different brokers, and I generate separate EAs for each one.
Petko does that because he provides many EAs in his courses, and he aims at providing EAs that are suitable for everyone (even that is quite impossible according to him). However, I am very impressed that he does it anyway.