GraHal – I hope you don’t mind but I have moved your post to the General Discussion section as it is not really a platform issue that can be resolved  -or not resolved!

In answer to your question from my side only time can ultimately tell us what we want to know about a strategies performance and robustness. The ultimate OOS! I also tend to use my margin calculating snippet to see if a strategy is affordable to trade and that along with draw down eliminates an awful lot of very profitable strategies – which possibly says more about my bank balance and risk aversion than it does about a strategy!

A lot of my strategies are based around a similar structure and so I generally know with a glance at the code how ‘risky’ a strategy is just by which bits of code for exit etc are in any particular strategy.

At the end of the day forward testing gives us more confidence than any Excel spreadsheet comparison ever could.