A record showing $60,000 of profit across 300 trades looks robust until the largest win is $34,000. Remove it and the strategy is marginal; the other 299 trades produced $26,000, which is $87 apiece before costs.
Compute the concentration deliberately: total profit minus the top three trades, divided by total profit. If the remaining figure is under half, results depend on rare outliers, which has two consequences. The strategy needs a much longer sample to evaluate, and it requires the discipline to hold winners long enough to catch them - a trader who takes profits early will not reproduce the record.
For positively skewed strategies this dependence is the design, not a flaw. The mistake is applying the risk-management habits of a high-win-rate system to one whose entire edge lives in its right tail. See outlier-dependence and return-skew.
Related: outlier-dependence, largest-loss, return-skew, scaling-out