The short answer is, they don't.
Because in reality, no-one actually "knows". Whenever you hear a trader saying they know for a fact that their system works, then in turn you should know that this person isn't a very good trader, but is very good at blowing hot air.
You would never hear someone like Warren Buffett brag about his trading abilities, and even though he is an excellent trader, he'd never say, he knows it all.
The long answer is, it's possible to have a very good idea as to what a certain set of rules will bring in the long run. And this part can't be stressed enough. It's only through rigourous testing of history, such as, number of total trades won/lost, max drawdown, number of consecutive losing trades, number of consecutive winning trades, etc... is one able to determine whether they MAY have a system that is even worth TRYING. That's the point. Is it even worth trying after going through hours and hours of testing. Read that last sentence again. At this point, if after an X number LIVE of trades, things seem to be going your way, then this brings CONFIDENCE, but not ARROGANCE.
I've seen it many times down the years guys, people claim to have found a system that some clown gave them claiming it's the next best thing since sliced bread and whoosh, a few grand lost in a couple of hours/days. I get many emails from newbies, which go along the line of "Ash, I've lost this much money, please please please can you help me getting it back". And you'll hear a long list of excuses, "I got stop hunted", "the platform froze on me whilst trading the spike", etc... never acknowledging that they used too much Leverage , they never used a stop loss, they were trading the NFP, and so on and so forth, generally it's always the broker's fault and not their own.
Moral of the story: take a system, apply sensible money management, and test test test. Even then you'll never really "know".
AshFX
