Backtesting Methodology

I've been letting my automated system trade on its own with no intervention for about 2 months. 99 trades for me to research and improve the system. I have all the trades imported into excel. I have for each trade: date, time, which specific algo hit, the prices traded at, the resultant P/L. I am sorting according to P/L lowest at top and now running those days data through my system with a visual of all the chart and indicators I have been using. I check out why this was such a loss and postulate what I might be able to do to fix the issue without negatively affected the good trades that I may have in the future.

I then check through all trades similarly and look for improvements to the system.

I also of course sort the trades by algorithm type and see what the risk profile is for each trade type and whether or not the trade should still be part of my system or if it needs improvement to stay.

After all work on this I will backtest on all data and verify that I have made good choices in my efforts for improvements. Then the system will be back online Monday morning.

Is there better or less time consuming ways to go about this R&D? After I let it run another 2 months I'll be doing this again.

I do keep an eye on P/L each day to be sure that I didn't make a typo or something which didn't rear it's head while testing but other than something horribly wrong I will just let it run itself.

The way you do it is best because you do it, not some software.