There are two ways to test a system
for performance. Forward or backward. So called back tests try to simulate
price action in an attempt to display an indication of a system’s possible
performance. Back tests can be easily fooled and are unreliable at best.
Regardless of what a back test says, it has no bearing on the future. Back
tests can be performed in a few minutes.
Forward tests are basically running the system live on a demo account and
looking at the results. This method takes a much longer time as you have to
wait for the actual test period to pass. So if you want 6 months of forward
testing, you need to wait 6 months for them. Despite the inconvenience of
having to wait for them, forward testing is undisputed.