Let's say the "fast" Moving Average Periods can be 10-50 and the "slow" ones 50-250, the RSI threshold can be 1-100 and the StopLoss 50-150 pips (this is no real system, just an example!)

So this system can already be traded in 40*200*40*200*100*100 different ways. That is 640 billion (640.000.000.000), which is quite a huge number.

One might question my exact example strategy, but can not question the millions or billions of possible parameter combinations, even for small systems.

But thankfully, if we take into account that a lot of these parameter-combinations would behave very similar, we do not need to evaluate them all, but we need at least a meaningfull sample of it, like a few hundred thousand or a few million.

So, keep this huge amount in mind, even for small systems, because with every new dimension for our optimisation problem's solution space (every new parameter) the amount of possible parameter-combinations grows exponentially.