I do not think that you can earn 40% on your capital every month. Make your expectations right, before you can trade for consistent gains.
Testing a strategy is not a matter of time, only market conditions. That means, if you want to know all about a strategy, it has to have been through all possibly market conditions.
If you are validating a range trading strategy under range conditions, it turns out to be just fine, but what happens when it goes through brake out conditions, or a strong trend?
Also, i do not thing that trading is about finding an EA, applying it to the chart and then just let it run, it is, in my opinion, not trading.
Trading is about analyzing the daily charts, make your trades or not, depending on the market. You can not expect to win each and every month, expect draw down periods and accept them as a part of your trading.
Make some good trades, take off half of the profit, and continue the good work, day after day, month after month, year after year - that is trading.