You can choose between actual contract months with rollovers, single contracts, or artificially derived continuous contracts. My suggestion is to use actual contracts with rollovers because this minimizes unnecessary distortions. Results are less valid when you test single contracts over periods of low volume and open interest. Distortions also occur when you test continuous contracts that don't realistically handle the price spread between two contract months, at a time when the model has a position on in the expiring contract. It is better to err on the side of more rather than less data.
Statistical validity is increased when the testing window size is larger.
It would be unwise to select a model based on just a few trades that occurred in the past couple of months. Such a model would not work very well under different market conditions that you might be faced with in the immediate future. Also, you should know about the model's distribution of profits. If you discover a highly profitable-looking model, but most of its profits were made over a year ago on one or two good trades and it has lost money since, that's not a worthy model. One quick way to look at the distribution of profits over the test period is to calculate for each model its ratio of profits in the last half of the test period to total profits over the entire test period.