Just some ramblings...

Let's say you have an idea... then you code it... and test it... just to find our it is not profitable. 

What do you do? Trash it? 

Hummm... your ego does not want that to happen... so... you go back and tweak it... and tweak it... until you get a good backtest result... right? Sounds familiar? We've been there... almost all of us.

Here is the thing. That process almost never works.

I cannot say anything about your initial idea, but I would guess that the "final" version was orders of magnitude more complicated... and a lot harder to explain to anyone. 

That is a big problem.

From my experience, simple stuff tends to work better. Of course, the implementation might be complex but the best stuff is normally based on (or explore) simple ideas.

Besides, if you want to raise money to fund your strategy, you must be able to explain your strategy in very clear and simple terms to potential investors.

I leave you with one word: simplify

All the best!