Scaling up via backtesting

[offlimit88]

Hi, please consider that i m talking only about trading in live, not prelive.
so the rule of thumb is to have an edge, testing a strategy and after "1000" events you are pretty sure if its profitable or not
But isn t it backtesting too? You are just waiting for a large dataset to ensure or not your positive expectancy.
So, let' say i know from the beginning the final strike rate of a strategy (and let s say i downgrade it a bit for caution)
I test it 100 events, instead of 1000. So now, i know roughly what i lose when i lose, and what i win when i win.
What i'm doing now is a prevision, so i should have enough data to scale up or leave the strategy.
Tell me where i'm wrong here