I do not if I have fully understood the logic behind your work, but thank you to have shared your ideas with us.
My main question is: why do you think that wfo, oversampling and montecarlo are not enough to avoid the "luck" factor?

In particular Zorro's test give a confidence statistics that should be read something like: you have 75% (or whatever) probability to gain X, with Y capital i.e. you can expect to be 75% of times lucky...

I will be happy to over-test your strategy if you share it with us and.

Witch asset did you use? Can share the history data of this assets with us?

Ciao