Fitting results from the parameters in the system entry/exit rules. This is what people mean when they ask you how many parameters you have. Did you tweak any parameters in the system rules to get your performance? As for as system backtesting performance, I would recommend the following: Profit factor > 2 Max. drawdown < 20% Sharpe ratio > 1 The performance you posted is borderline case, with two of the above parameters lower. You should go on trying to get a better system IMO.