Broadly speaking, I’d say 20 is about right if you are a manual trader. Robo-traders may have different standards - I have no experience with that style of trading.
At the end of the day, forward-testing is the only testing that matters. Back-testing serves as a basic ‘sanity check’ of an idea or concept in current market conditions. In other words, it is intended to answer the question ‘is this strategy worth forward-testing?’.
Once that question has been answered, further back-testing has deminishing returns. In part this is because the market is constantly shifting, and the further back in time you go the less relevant the back-testing results become.
But it is also because back-testing almost always involves short-cuts; you have to assume an average spread, for example, and you probably just look at the most relevant candles rather than breaking down each candle into individual ticks. And, of course, it is very easy to look at a chart and assume that the price action would have been as obvious then as it is in hindsight.
For these reasons, I feel that back-testing for more than a bare minimum of recent price movements is largely a waste of time.