I am learning R, and want to start using a backtester. I have spent about a day reading all I can about R backtesters, and it seems there are 2 main contenders: 

1. [quantstrat](https://r-forge.r-project.org/projects/blotter), which uses the packages blotter and FinancialInstrument, and
2. [Systematic Investor Toolbox](https://systematicinvestor.wordpress.com/systematic-investor-toolbox/) by Michael Kapler.

For anyone who has experience with either of these, can you tell me if they have done everything you expected.

[Edit]
To clarify: I am writing some R code that needs to use a backtester, and from my research quantstrat and SIT are the 2 main contenders.

I am not looking for a religious debate a la Python/R :) but rather whether there is a general consensus as to which is more widely used, which is richer feature-wise, or whether both are worthy contenders.