I have used backtesting continuously for the last 4 years, using Amibroker as the tool.

Before I started testing, I believed my system was good. After the first tests I found out the opposite, and that saved me heaps.

The best reason for backtesting is the ability to make changes to your system and find out whether you have made an improvement or not. I have been continuously improving my systems for 4 years and they are much more reliable and much better in all measured respects.