Thanks for the reply CavaliereVerde, appreciate it.
Certainly, no backtest (or even forward test) could give a 100% certainty that a strategy would do well in live conditions. But it’s all part and parcel of strategy development - Ensuring that the best possible scenarios are used in backtests (basic ones would be variable spread, swaps, slippage), and of course ensuring that reliable tick data is being used for every single backtest.
There is then forward testing, that requires tons of patience on your part.
Only over a sufficient amount of forward testing would you be confident of bringing it live.
I have just been pleasantly surprised about the high DScores from the backtests that I have uploaded, injecting a dose of optimism for the potential.
Nonetheless, only time will tell. I look forward to how this would progress.