I'm sure JCL or one of the many other experts here could better define robustness, but I suppose I generally look to see how similar my backtest performance was when compared to forward testing or live trading. This will show how sensitive the indicative results during the backtest are to parameter settings / period of test / market conditions / asset etc...

Are you seeing annualised returns of 1000%+ during live trading in line with some of the recent results you are posting here? Does your win rate / drawdown etc. align with your expectations from the development process?