Async

// I'm starting 10 calls at every 50 msec. Each call has a random execution time between 1-19 seconds.
// Many times the last answer comes from the 9th call instead of the 10th.

// I'm not sure I'm testing it properly.

void Main()
{
    var rand = new Random();
    
    Enumerable.Range(1,10)
        .Select(async (e) => {
            Thread.Sleep(50);
            return await StartBacktestAsync(id: e, length: rand.Next(1,20));
        })
        .ToList()
        .ForEach(async (r) => {
            var id = await r;
            if (id > 0)
                Console.WriteLine("Completed {0}", id);
        });
}

private CancellationTokenSource _cts;

private async Task<int> StartBacktestAsync(int id, int length)
{
  if (_cts != null)
      _cts.Cancel();
  _cts = new CancellationTokenSource();
  
    Console.WriteLine("Started {0}", id);
    try
    {
        var token = _cts.Token;
        return await Task.Run(() => Backtest(token, id, length)).ConfigureAwait(false);
    }
    catch (OperationCanceledException)
    {
        Console.WriteLine("Canceled {0}", id);
        return -1;
    }
}

private int Backtest(CancellationToken token, int id, int length)
{
    for (int i = 0; i < length; i++)
    {
        token.ThrowIfCancellationRequested();
        Thread.Sleep(1000);
    }
    token.ThrowIfCancellationRequested();
    return id;
}

///
// Results
Started 1
Started 2
Started 3
Started 4
Started 5
Started 6
Started 7
Started 8
Started 9
Started 10
Canceled 1
Canceled 2
Canceled 3
Canceled 4
Canceled 5
Canceled 6
Canceled 7
Canceled 8
Completed 10
Completed 9