What is better for strategy building: Longer IS period or More trades?

Is it better to create strategies with:

1. Longer In-Sample period but fewer number of trades, OR
2. Shorter In-Sample period but with more number of trades?

Example:
Let P: IS Period in bars, N: number of trades in IS period
Strategy S1: P1 = 1000 daily bars, N1 = 300 trades, Net Profit = 5% per year
Strategy S2: P2 = 400 daily bars, N2 = 900 trades, Net Profit = 9% per year

For a profitable and prosperous future, would you rely more on Strategy S1 or S2 ? Of course, we cannot rely on the one that gives the highest In-Sample profit 🙂

Hello,

900 trades is pretty good statistical sample but still 400 daily bars represent about 1 and half years I consider this to be too little for having reasonable statistical significance. What happens to the strategy when tested on previous 400 bars? Does it stay profitable?

No, it does not 🙁
So, S1 or S2 ?

murty wrote:

No, it does not
So, S1 or S2 ?

I would like to see it profitable at least after re-optimization. If both strategies pass the robustness testing I would keep them both. Still as I want only the best I would let them trade minimum lot-size for some time