I've developed a long-only, intraday system and am in the process of backtesting the algo. Hopefully the community can provide a little guidance. x. How much time/testing is necessary to provide a solid population of data? x. I've currently tested on 100 stocks from September 2005 - February 2010, so approximately 1100 trading days through 100 different stocks. x. What kind of results are considered worthwhile, in terms of units? x. Return per event? Aggregate return? Monthly? Daily? x. What are the most important performance ratios/metrics for a potential investor/partner? x. Is Sharpe applicable? What other risk-adjusted performance ratios should be put into the evaluation? Please offer any guidance you have found helpful. Thank you.