I've been trading a particular system recently that has proven to be profitable, but I have a question about some of the measures. I run the backtest in AMI Broker and it reports: Profit Factor 9.29 Sharpe Ratio of trades 5.24 All trades 285 Avg. Profit/Loss % 11.88 % I backtested on stocks since the year 2000. So, it generated 285 trades in around 6 years. Is 285 trades enough sample data to assume that the 9.29 profit factor is actually correct? Is there a way for me to calculate a statistically "valid" amount of time I should backtest against? I'm concerned that the ratios reported aren't reflecting reality even though I am testing over 6 years of data.