from itertools import product

def run_backtest(params):
    ema_period, keltner_atr_multiplier = params
    bt = Backtest(df_training, Test, cash=CASH, commission=0.0005, margin=0.02, trade_on_close=True, hedging=True)
    stats = bt.run(
        ema_period=ema_period,
        keltner_atr_multiplier=keltner_atr_multiplier
    )
    return stats

# Define ranges for each parameter
ema_period_range = range(30, 50, 10)
keltner_atr_multiplier_range = range(3, 6, 1)

# Generate all possible combinations of parameters
params_list = list(product(ema_period_range, keltner_atr_multiplier_range))

# Use ThreadPoolExecutor to run backtests
with concurrent.futures.ThreadPoolExecutor() as executor:
    results = list(executor.map(run_backtest, params_list))

max_result = None
for result in results:
    if (max_result == None):
        max_result = result['Equity Final [$]']
    else:
        max_result = max(result['Equity Final [$]'], max_result)```