Conditions for a robust strategy

 I had read this somewhere and noted but do not remember the source. When backtesting any strategies on TradingView, we need to compile various parameters that arise for a strategy. 

• Minimum of 100 trades (prefer multiple hundreds)
• At least 10 years of data (use all the data you can find)
• A statistical significance factor  [ Profit Factor * sqr ( number of trades ) >= 30 ]
• 20% or more Out-of-Sample data used
• Out-of-Sample Profit Factor divided by In-Sample Profit Factor > 70
• Net Profit divided by Max Drawdown > 10
• Over all Profit Factor >= 2

Score = Profit Factor * sqr ( Number of Trades )  * ( Net Profit / Max Drawdown ) * ( Out-of-Sample Profit Factor / In-Sample Profit Factor )

• Any strategy that scores above 400 is worth trading.
• Score should be preferably above 30