Should I test three solo ad vendors at once?

I hear in Udimi, when paying for solo ads, I should test three solo ads at once.

Do they mean while seller 1 is sending potential leads to my link, I have to test sellers 2 and 3?

That doesn’t make sense, because how do I know who sent real potential buyers and who didn’t?

Where did you get that information? I'd actually test one at a time.