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I think it would be interesting to see what sort of robustness test results everyone is getting. Here is what I consider to be my most robust strategy test results so far.
The images attached are for three robustness tests on an SP500 weekly strategy with settings for QTY and RANDOM of 21/5 and 20/5 and 10/10.
21/5 test = 60.1 avg gain score and 86.9 %winners score = 73.5 average score
20/5 test = 49.2 avg gain score and 78.5 %winners score = 63.8 average score
10/10 test = 64.4 avg gain score and 87.4 %winners score = 75.9 average score
Average of all tests:
57.9 avg gain score average
84.3 % winners score average
71.1 overall average score
The final image is the strategy performance without the robustness testing.
I think that the above differing results confirm the importance of carrying out multiple robustness tests with different settings on every strategy.