There are a number of ways to reduce the time taken to run back-tests:

1. Reduce the number of shares selected for your trading lists
2. Reduce the period over which the test is run
3. Reduce the number of overlays you have defined. Normally, terms are only evaluated when their data is required but if an overlay is defined on the data produced by the term, then the term must be evaluated for every day of the back-test. Depending on the complexity of the term, this may slow down your back-tests.
4. Reduce the complexity of your trading system, if possible. Complex computations, such as correlations, can take significant time. Using the ability to enable / disable strategies based on market conditions can also help significantly.