One thing I've learned, when working on and refining the design process, is that slight changes can cause seemingly large swings in the annual return and other metrics. For that reason, I'm really not worried at all in sharing all my findings. I still have a lot to learn and was hoping by just laying everything out on the table, maybe it can inspire others to think up new ideas or submit more tools and improvements.

I've tried to assemble the tools in a skeleton way where the core trade logic can just be plugged in. I sometimes have to rewrite logic to fit in this box, because my goal is to try to keep the tools/infrastructure separate. That way I'm not reinventing the wheel each time, only changing the limited trade logic.

Also consistency is very important: I need the test/design process to be as consistent as possible so I can compare bots at the end, to see which might be more worthy vs others.

I've put some standards in my test procedure to try to make sure I don't shoot myself in the foot. For example, I design only with flat lots and then add margin only at the very last stage. This is the only way to know if the logic really works vs chance. Also I try to
incorporate everything I've learned about avoiding overfitting. I will explain the reasons behind each design step in regard to that. With that said, I'm still learning and researching so feedback positive-or-negative is welcome.

In the final stages, the trader has an opportunity to decide themself if the bot is worthy for a live account. They have comparison metrics between this and other bots developed with this process. And perhaps on some level, comparison with Z strategies (an expert benchmark, for example). My bots don't come close to the quality of the Z bots I think, but I prefer to have full understanding of how the bot works behind the scenes. (Sidenote: I think that is also the intent of the Zorro developers.) If the metrics are satisfying, then the process allows the trader to simulate how it would perform in their right-size account, and then gain confidence starting with a small live account.

In my legion example, and the way I intend to implement - the trader would unleash the first bot on an appropriate sized account. Then the workflow shifts to design (of the next legionbot) + monitoring (of the trading bots, to make sure they are executing as expected) + evaluation (of the trading bots as compared to testing spec, to see if they should be replaced or decommissioned).