I am investigating a systematic strategy (stock swing trades). Over 10 years, the most the strategy trades is 100 times for any given NASDAQ 100 stock, and for some NASDAQ 100 stocks it trades as little as 25 times (over 10 years). With some NASDAQ 100 stocks, the strategy backtests as profitable over 10 years, over others it does not. If I were analyzing a strategyâs performance over a single instrument, Iâm comfortable about how I would do it. In this instance, I would simply say that 100 trades are not enough (in my opinion) for statistically significant testing of the edge, and I would go no further. However, over all NASDAQ 100 stocks the strategy trades 9000 times (a statistically significant number) in 10-years, and netting all wins against all losses, the strategy was profitable over NASDAQ 100 stocks. How do I proceed with analyzing the performance and profile of this strategy traded across all NASDAQ 100 stocks? Do I just proceed the same way as I would for a single instrument (i.e. determine total cumulative return, total Profit Factor, total Sharpe Ratio, total % winners, total average trade, etc for all trades, regardless of the instrument)? Is this the right way to do it?