Disliked{quote} That's what I think as well.. avoid "curve fitting", invest money that you can afford to lose.. have faith. BUT, wait a sec, do you mean testing 10,000 setups on a single instrument ? gee that seems impossible to me even over a 20 years period on a very volatile instrument.Ignored
Worth reading about expected value and standard deviation if you aren't already knowledgable about those concepts, the other big thing is setting unit size for that I again use lot and lots of data to calculate the return over maximum drawdown, from this I can set my unit size based upon my personal risk appetite, which is for me a maximum drawdown from any given peak in the region of 15%. Look up RoMad and gamblers ruin, again assuming I am not teaching grandmothers to suck eggs here Investopedia is a very useful resource.
The last thing in my egg sucking tuition is confirmation bias, I recommend always using a computer to run your back tests and also to do your execution, humans are very susceptible to seeing what they want to see, computers do not have an emotional attachment to a given thesis.
I live entirely from the growth of my personal trading account