Should a raw strategy already have a Profit Factor >1?

I'm curious whether my development process is fundamentally sound, or whether I'm wasting time. My approach is to start with the **raw idea only**. I code the strategy with almost no optimisation or filtering. Just the entry/exit logic (signal + trigger). No time-of-day filter, no day-of-week filter, no volatility filter, no trend filter, etc. I then run a backtest over 2022-2026. At this stage I **expect the results to be bad**. A typical first pass might be: * Profit Factor: 0.75-1.0 * Sharpe: poor * Max drawdown: \~15% The idea is to analyse the trades, gradually remove weaker setups, and hopefully end up with something around a **1.25 Profit Factor** before moving to forward testing. The reason I'm asking is that I often see people here saying a strategy isn't worth pursuing unless the **very first, unfiltered backtest** already has a Profit Factor of 1.5+. That seems almost impossible to me. If I could repeatedly create raw strategies with a 1.5 PF, it would feel like winning the lottery. So am I approaching this correctly? Is it normal to start with a mediocre or even losing strategy and refine it into something profitable, or should the initial strategy already demonstrate a clear edge?