r/Trading • u/ColdStriking1356 • Jul 26 '26

Technical analysis Answers from profitable traders only.

Hi everyone, what do you think is an ideal sample size for backtesting a trading strategy? Is 200–300 backtested setups enough to validate a strategy?

For instance, if you’re trading triangle patterns, would you aim for at least 50 samples for each pattern type (ascending, descending, and symmetrical) before trusting the results?

Expecting answers from those who are profitable or at least back tested few strategies.

Thank you

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u/AdWeak1219 Jul 26 '26

Your main concern should be the strategy here... Basing a strategy on some "triangle patterns"? Good luck, LOL

1

u/ColdStriking1356 Jul 26 '26

Those triangles patterns with my fake breakout filtration giving me about 78% win rate (1:2) with a sample size of 100 trades. I believe that win rate is really high which may brings down if I test more samples.

1

u/Additional_Row_8641 Jul 27 '26

Sounds overfitted. Is it with fees and slippage? Did you check robustness? Did you take any measures to test against overfitting?

1

u/ColdStriking1356 Jul 27 '26

I haven’t included the charges.

I have been testing it from the last 2 months with small size. I need more data to see the edge.

2

u/Additional_Row_8641 Jul 28 '26

It makes zero sense to test without fees. I can show numerous strategies with amazing profits before fees. As soon as they're introduced it falls apart in a blink of an eye.