Trading strategies often have many degrees of freedom. As a toy example let's say you have two moving averages (MA) which trigger a trade each time they cross each other: There are at least two parameters which could be optimized, namely the length of each MA.
Now, you would not want to bet your money on a strategy that just by chance found that you have to take 57 days for one and 243 days for the other MA (see data snooping bias). What you want to see is that the strategy as such is sound per se, i.e. robust und not dependant on the exact parameter settings.
One way to go for two parameters is to plot a heatmap with the two parameters as axes and a colour coding for the respective return of the strategy in a backtest. If you only see noise and many convoluted regions of different return levels this is a good sign that this is not a robust strategy. If there are bigger regions of positive returns these regions merit further investigation.
What are established methods to find robust regions of multidimensional parameter combinations in trading strategies? The challenge here: You obviously cannot visualize more than three degrees of freedom and you have to make these ideas mathematically rigorous.
Multivariate kernel density estimation comes to mind but this is just my first idea. I am thankful for every lead, reference and code example (preferably in R).