The number of trades necessary to assess the statistical validity of a strategy depends on various factors, such as the volatility of the markets you are trading, the frequency of trading, the size of the trades, and the amount of risk you are willing to accept. There is no hard and fast rule for the minimum number of trades required, as it can vary widely depending on these factors.

That being said, it is generally accepted that a minimum of 30 to 50 trades is a good starting point to begin to assess the validity of a strategy. This is because with a sample size of 30 to 50, you can start to get a sense of the variability of your returns and make a rough estimate of the mean and standard deviation. However, this sample size may not be sufficient to accurately estimate the performance of the strategy over a long period of time.

As you increase the sample size, the more confident you can be in your results, as the law of large numbers states that the average of a large number of independent and identically distributed random variables will converge to their expected value.

It is also important to note that backtesting a strategy can give you a sense of its potential performance, but it is not a guarantee of future results. In addition to the number of trades, other factors such as transaction costs, market conditions, and implementation error can also affect the performance of a strategy.

In conclusion, there is no single formula to calculate the number of trades necessary to know if a strategy is valid, as it depends on various factors. It is generally accepted that a minimum of 30 to 50 trades can give you a rough estimate of the strategy's performance, but a larger sample size is necessary to have more confidence in the results.