I'd like to know if there are any standard measures of confidence boundaries in a given strategy performance. For example, suppose I have a strategy that shows a profit factor of 2.0 over the 100 trades that it made during the last 3 months. How do I know that those results are not due to chance? Some things are intuitive: the larger the number of trades, and the longer the test period, the higher the confidence level. But I am looking for some standard statistical measure to do this kind of evaluation.