A parking brake on a tractor is like a safety on a firearm. It's nice that you have it but don't ever trust it.
With that said, I almost never set my parking brake. The only time I can recall using it is when I'm chipping brush and don't like things revving up while I'm standing nearby.
On a slope, park so it can't roll and if it does, it won't go anywhere. Like up against a tree. It takes a little thinking but you can do it.
After all that, I once had a 13 ft wide, 10,000 lb rolling harrow get away from me on a slope and roll about 1/8th of a mile through a farm field and almost into a small ravine. Silly me; I trusted the blocks I put under the tires when I should have chained it to a tree. Lesson learned forever.