What do you look for when back testing?

Hey,

Beginner here.

I’ve been back testing a lot in the last 6 months looking for a good system to start with. I’m also trading on a demo account to get my hands on it. So far I think I’m on a good path into my learning. (Correct me if I’m wrong)

Each time I’m reading something about back testing, I get confused and I feel like I’m not looking at the results correctly.

I know it all depends on what style of trading one have but what do you look for when back testing and what is your methodology?

Do you optimize?

What time period do you use?

Is profit factor that important?

Is the pourcentage of win vs loss more meaningful than anything else?

Do you consider maximum drawback?

How do you evaluate volatility and is important?

Just some question examples to inspire you.

Sorry if there was already a thread about it. Didn’t find it.

Cheers