I have a question about backtesting and specifically how many days/trades I should backtest. I'll explain what I'm doing and I'd appreciakte some feedback and if somebody could tell me if what I am doing makes sense.

I want to backtest a daytrading system on the E-Mini S&P 500.
I read an article that said that before 2002 the E-Mini S&P had much less volume than now. From 2002 until now the ES has been very liquid.

My testing period will be 2002 until now. Now I will explain my math about the statistics regarding the accuracy of my backtesting so please correct me if I'm wrong.

#1 If I only tested 'half' of this period, 2002 to say mid 2006, then the results would only be 50% accurate, because I would only have tested half of the data available.

#2 If I test 'all' of the period for which the ES has been sufficently liquid 2002 until now,then the results will be 100% accurate because I will have backtested my system on 'all' of the data available.

#3 If after testing 'half' of the period my win ratio is 60%, then I can assume that this 60% win ratio will only be right half of the time.

#4 If after testing my system on 'all' of the data my win ratio is 60%, then I can assume that this 60% win ratio will be right all of the time, 100% accurate.

Of course all of the above assume that the ES will continue to behave as it has in the past.

Do my 4 points sound correct? Or is my math a bit off?

Thanks(: