Interesting approach from you. Thanks for sharing it with everyone.
Here is what I think but not take it as a piece of advice:
1. I wouldn’t go for 99 EAs on a live account (it’s a bit too much). Instead, I would select Top 10 from each or even top 5 from each.
2. I never found decent results on M5, so I prefer M15 and H1 the most. However, give it a try and see if it will work or not
3. I would create one Demo account that would be simulating the live account and for at least 3 months I would test the whole system.
Anyway, I like your idea and I think the test you are doing is pretty decent and it will bring you results.