Averaged daily profit for two months really doesn't tell you much. What is average profit per trade? If it's $5 and you are doing 30 trades a day, it is far different from one trade a day or one trade every three days.
Two months is not enough backtesting. If you are experienced, you might be willing to try it real time based on that, because you would have an idea of what works and what doesn't. For a newbie, that approach could be deadly. I have seen many daytrading systems that worked great for a couple of months but sucked over the long haul.
I don't really understand the objection to doing backtesting. My view is more data is better than less. If a system didn't work over long periods of time in the past, that surely warrants caution going forward. Of course, it is possible to curve fit using historical data, but the more out of sample testing you do, the less likely you have curve-fit data.
I think it is important to use data from different market environments. If I were backtesting an S&P system, I would want to use data from the '90-'95 time frame because that was a tough period. Bubble market data is not that useful in my opinion unless you think we will encounter another bubble market soon. You might have to normalize parameter values but that is pretty simple to do.
I wouldn't turn up my nose at a system that produced 2.5 ES points per day, particularly since there probably are very few people trading the ES who are profitable at all.
