First, I should preface that "I don't know" if this is a good idea. I'm just throwing it out there, and testing it myself. It might be a terrible idea, or maybe it has some value? I'm not sure yet.

You make a good argument about the overall market's (permanent) changes. I agree with that, that bots should be robust enough to hopefully go with that flow.

My intent was to find some sort of common ground to compare strategies of different barperiods. On this level, I'm not looking at them from a timeframe perspective as much as just barperiods.

It seems like a fractal problem. Each new bar presented is another opportunity to test the trading logic. On some level, it doesn't matter how many ticks it took to build that bar.

I agree that judging a strategy's worth should not be done necessarily by restricting possible testing history. But for comparing strategy A with strategy B, of different barperiod logics, perhaps there is some value to equalizing them on some level. But it seems like you'd have to keep it within bounds... for example, reduce data but ensure enough trades in both strategies.

Again, I'm not sure if it's a good idea. For example, I just jumped from testing a 287-barperiod strategy to now a 15-barperiod strategy. It seemed pretty much useless to equalize the history ratio in that example.