Footon,
I think there is a grey line between fine tuning an EA and curve fitting. Both in action seem very much the same. But the intention is different although both using an "instrument" to derive an outcome. Fine tuning start with a fix concept and but needed some "instrument" to align it with the price movement. Whereas, curve fitting has no concept to begin but will randomly change whatever it is to fit into the price movement and from there derive it's concept or formula...deduction method.
It's like a principled man who cope in this world and circumstances with discernment in order to achieve "happiness" without compromising his principles. Whereas, an unprincipled man will do anything and do all it takes to achieve his "happiness' in whatever manner or "short cuts" to attain it. Hence, you will find a principled man's behaviours consistent, reliable and predictable, whereas an unprincipled man's behaviours the opposite. Similarly, curve fitting EA has the characteristics of an unprincipled man because he lacks the "trading concepts or rules" to guide his behaviour. His aim is money making without principle, thus unreliable.
I do hope you somehow with certain enlightenment found the right "click" in your mathematical/research and finally would get to reap the fruit of your labour.
I personally don't think there is A formula to be sieved out of the data mining. Pricing is liken to human behaviour, there is a pattern but not a formula per se. Hence, if we think there is a Fix formula in the pricing, we might be aiming for a futile search.
What we need to look for is not A formula but the Rules of Interaction, this is the so call formula we are searching. Pricing is like human being, not determined by a set of formulated rules...for example for every ten steps you take, you will to turn left and then next 20 steps you going to turn right, etc we are not subjected to fix rules. However, as much as human behaviour seems to be random, we don't defer too much from our Rules of Interaction or Engagement. Hence, in counselling, I listened to people's speech and look out for their Rules of Interaction and I would know the person better and hence, "predict" what are the likely problems/issues this person would encounter in his life or interaction with people.
That's the same with my Trading Theoretical Framework, I discovered the Rules of Interaction. Each individual curve in the MT4 chart will following it's own characteristic of behaviour and dictated by the price movement, hence very fluid. However, whenever two or more curves come together, they seldom or never failed to "produced" a kind of interaction...in my case a Breakout, my challenge is now to look for their rules of interaction when they (the curves" signal that they have ended their interaction and parted ways and till they meet again, another interaction or breakout resulted.
Thus each of my opening conditions is to "choose" who are the main "characters/actors" that caused such interaction that will result to breakout and who are the supporting "characters" that would help increase the likelihood of such a situation. Hence, layer by layer, precepts by precepts (with each added opening conditions), I placed my "characters" into the picture and when all these characters come together, there is almost always a "fight" or breakout, 
The challenge is to find the main characters and don't forget the supporting ones because they enhance entry/exit accuracy. That's why LTF is very important, many just look for the main character in higher time frame but neglect the supporting characters in lower time frame. When I say I'm perfecting my EA, some may think I'm optimizing my EA, but actually, I'm just adding more and more characters into my opening conditions to fine tune the interaction so that I can enter as close as possible during the "fight", you don't want to go to a venue where the "show" already long started (thus 1 min time chart is extremely important if you want to arrived timely), you try to go slightly before the "show" or slightly later or be on time, that's my fine tuning process. If your mode of transportation is so infrequent, eg H4, H1 etc, you can never arrived at your destination on time, you are restricted by the hourly train schedules. But if you mode of transportation allows you to alight anywhere, anytime, isn't it better? That's why we favour Taxis more than train or buses, we can get to our show on time.
Sorry, I know my illustration is rather unorthodox in terms of speaking of trading jargon. I see trading from my psychologist training perspective, not a trader's perspective.