Views on timeframes for backtesting vary considerably. Curious on what timeframe/trade size leads to a statistically significant result. For example, what backtest period is reasonable for a system that trades roundtrip once per day and results in ~250 trades per year? Two years, five years, ten years? Intuitively I struggle with problem because market character/direction also impacts a strategies performance which can span multiple years and so that would suggest the test should span multiple bull and bear markets among other things. So trying to find a reasonable balance that is practical but also statistically significant.
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