Like impossible to test "this feels weak", but I always test as how I understand, also how someone else tests maybe quite differently to how I test, plus what data they are using like IB data or CQG. So many laugh and say stats are too much work to generate, but just tells me their amount of dedication to becoming good at the craft of trading.
I use Time stops, finding three bars best for my methods of day trading, either market moves my anticipated direction or if at a loss after three bars, my target become plus one tick. I can always get in again after if to me a clean cut signal says to enter but it is not to re-enter but giving me a new signal to enter. I find markets so much more choppy, it is easier to get the one tick, but that only after much testing first.
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