Hi. I am new to backtesting strategies. I have a question regarding the system I am testing. Currently, my buy / ss signals are generated off of simple Reversal / trendline / s/r breaks. It uses ADX indicator, and ATR. This is all fine. Entries are ok for me. Now exits, I am just starting to work with simple stop loss and profit target. (this is after months of coding my own platform in C++ which does this. Almost finished. Whew!). It seems that, over a course of 3 months data, taking 45 trades (round trips) in the Eminis, if I make my stop loss 3.5 and my target 7, my winning percent is up over 300 percent, with 60 percent winners to 40 losers, and a very positive expectancy. As I move away from this target, like I risk less or more (on stops and targets), the returns get worse (lower winner to losers, percent gain is lower, etc). Now, how did i decide on this stop loss and target? Just mistake (i had the parameters in there as place holders and was suprised by the result). Of course, I will need to increase my testing time (need to "find" more intraday data, while I am compiling my own - my system is working on minute bars), but in the mean time, I think I know the answer to this, am I optimizing my stops? Is this healthly for systems development? I mean, if I move away from these stop "optimized" amounts, my profitablitlity decreases. But I also know, that these numbers are pretty good. I am scared though, that I am confining this system to figures which are just "fitted" to the time frame I am testing on. I know I will know more as I get more testing days, but in the meantime, Any suggestions or advice from the men and women of this board? Thanks.