Thank you for your feedback.
Yes, you are probably right. However, I am looking for different methods to test the system and individual nodes.
The advantage of a rolling test is that it eliminates 1. timing luck, 2. overfitting, where one or two or ten stocks can greatly affect the total return, 3. and a backtest in simulation is very sensitive to small changes in my sell rule rank < 99. 4. When a node on average in several hundred similar 25-stock portfolios lifts the return in average % over a long period of time, it may gives a good picture of the effectiveness of the node.
But I have to be honest here, I am searching a bit blindly and have read a lot on the forum to see what could be good strategies for optimization, such as here, where there is a small discussion on how to optimize: alternatives to optimization?