I prefer to use OOS. I do this because we want to know how the strategy will perform on new data.....

You can build your strategy on one time period and then test it on another... and you can change the dates so that you can test on many time periods to measure performance.

When we are testing we should be using the journal and noticing performance in different periods....... looking for poor performance.

OOS is a tool, the journal is another tool, we have to do a lot of research to determine if performance is satisfactory.

Monte Carlo is another valuable tool.

I suggest that you test your strategy in segments of your data. examine results closely, do MonteCarlo on each segment.

The videos are to get you started, then you have to apply due diligence and that will take a lot of time. You will have to satisfy yourself as to the approach that you use.