I would like to propagate data from the strategy upstream to the Backtest's client code.

My use-case is the following: I have several strategies and multiple ML algorithms. I can collect in-sample and out-of-sample reports as a dataframe. I can then merge the ML reports with the Backtest stats to create a single row consolidated report with not only performance analytics but also ML report. I would run the Backtest against the cross product of the ML algorithms and trading strategies and review a final output in Excel containing all the data. Actually it is a bit more detailed than that, as I have ML report data for the Bull models and for the Bear models.