I was a psychologist in my former career, and it has always fascinated me to watch the mental battles that players go through, especially in tests. I have often wondered (not being a world-class allrounder myself) which is mentally tougher at the test level out of batting or bowling.
In some ways I think batting, because if you make one mistake you're gone. This is even worse for openers because the ball does more.
In other ways I think bowling, because with batting you have 10 other guys that can pick up the slack if you fail, unlike bowling where you're part of a pack of 4 or 5 guys.