Just want to draw member's attention to this product:
http://www.adaptrade.com/
(Ususal disclaimer).
There is a 30 day free trial.
I like it because it is quick and easy to use. It was a simple process to get 30 years of backtesting results out of TradeStation and into MSA. Once in, there are all sorts of fancy tests you can run.
The one I particularly liked was the "dependency" options. For example, "if last trade was a winner, add one contract to the next trade" or any variation of this. The Monty Carlo simulation feature was also interesting. Anyway, seems like a bargain price to me and a nice compliment to other testing software.
Leapfrog.