Backtesting a Trading System

People talk about trading system and backtesting http://www.financial-spread-betting.com/Trading-systems.html There are some trading system that work and make money but backtesting is a very specialised area - the first principle is not to change the strategy to fit the history of price action. Curve fitting is cheating. Don't fine tune it to movements in history as that doesn't make sense for the future. I also tend to do a hell of a lot of back testing on trading systems to see where I could have let things run better.