In my opinion, no. The only way a multi-market test like that would be applicable (in my eyes) is if you are focusing on diversified trend trading where you are looking for a trending condition that is present across all markets. A system like this would probably trade on higher timeframes, D1 or above and using simple trend identification indicators such as SMA's or Donchian breakouts with large look-back periods. In this way you would simply treat other markets as "more data" to increase confidence and sample size as these types of strategies generally have a low trade count for a single market.

I personally do not use multi-market testing even within the FX universe as I find most strategies generated from EA Studio are mean-reverting in nature and are only applicable to the pair they are generated on. For me it is a waste of CPU power. Instead I prefer WFA and Monte Carlo.

My 2 cents!