OK, high level: you came up with a sound idea about trading strategy and go and backtest it for AT LEAST one market cycle, the more you test the better/robust y

OK, high level: you came up with a sound idea about trading strategy and go and backtest it for AT LEAST one market cycle, the more you test the better/robust your system is going to be... After you find a working one, you set your risk level, e.g. what percentage from your capital to risk per trade, the best to start is to use Kelly criterion (usually half Kelly for the stock market) and you go from there...