By backtesting I will ask myself quite often: How long should I trace back to do the backtesting? If I backtest the 15M timeframe, a three years historical data should be long enough? Surely many people will say the longer the better. I doubt this.
How is your opinion?
I notice you've posted the same answer everywhere to my questions. Why?
on the long run? 1 month is long? 3 months are long?
That depends on how long you continue with this, before trying something else.
I have talked to some guy in the past, who claimed to have backtested every robot in market...
That's a lot of time wasted, right there.
Statistical analysis is not done on time, it is done on trades. The more trades, the better the statistics can suggest if your strategy has an edge.