When you say quality of the backtest, its only as good as the parameters or functionality of the software. I've performed manual backtests many times especially as alot of strategies are more subjective but I've tended to place more reliance on the software generated ones.
But it needs to be realistic. Ie a backtest that takes account of overall market trend is far better than an individual backtest on one instrument. One that can also "prioritise" based on a ranking, as its highly likely you may have more than buy signal on different instruments at the same time.
One that can backtest against a whole portfolio and one that can recognise different timeframes.
All of these are the qualities I look for, and lastly but also just as important is one that is easy to configure. Design your own exit strategies, partial exits and scale in or out of positions
They all play quite a large role I've found in assessing the quality of the strategy I intend to use

On the flip side, with backtesting software there is a tendency to add more and more parameter, to get the results better, leaning to optimisation
I never optimise, however curvefitting becomes inevitable the more you tweak something.

But no doubt for me, software plays a large part in the ability to perform these functions