Do I have to use Sprite Sheet [A single image containing tons of animations of the player] to make Construct 2 more efficient ?
Or it is just as fine for me to import the character animations frame by frame into Construct 2.
Is one faster then the other during actual game play ?
Or it has no difference, construct 2 will combine all the images together anyway if sprite sheet is really way faster.
Or it really does make no performance difference at all spritesheet or individual.
As far as i know, it doesn't care, C2 will make his own spritesheet when you compile.
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Check the manual for the optimisations performed at export time. It does include a stage to process the sprites into spritesheets