My comprehension is backtesting period means nothing! Since you are able to stretch or shorten the period and you get completely opposite results.
Therefore the line chart above, the period could have from peak 125000 to 9000 which means you end up with 10% of your account.
Having saying that if we prolong 15 years of backtest into 20 or even 30 years the upward move (positive expectancy) in 15 years might be a correction in a bigger down move (negative expectancy).
Do you concur?