Hi CL1,
I'm pretty sure the equity curve shown is always for the entire portfolio of assets. Only the price curve is for the single asset.

Also, I believe the answer to your question about optimizing is that it will correctly handle and optimize each parameter and asset. For example: 2 parameters logic + 3 assets in portfolio = 6 different parameters to optimize (someone please correct if I'm wrong).

There was a post recently where I understood how multi-param optimizes work and it might help you. Basically during each pass, the optimizer only looks to vary one parameter - while all others are static at their start value. Therefore, you might get better results to first individually determine the best 'start' values and then setup the ongoing multi-param optimize.

Hope that made sense...