How Much Backtesting Is Enough Before Trading a Strategy Live?

Backtesting helps traders understand how a strategy behaves across different market conditions.

However, a strategy can look excellent on a small sample and perform differently when exposed to more data.

I believe traders should evaluate enough historical trades to understand the win rate, drawdown, average reward-to-risk ratio, and weaknesses of their system.

How many historical trades do you normally test before trusting a strategy?