Having run many hundreds of detailed backtests in TradeStation over the years and holding the belief that manual backtests carry heavy-duty Confirmation Bias, I now forward test my ideas only, first in SIM, then live.... so no detailed backtest results for the Bund, as my method carries discretionary components.
It is indeed consistently profitable with "our" methods here, BUT my reason for going "back to the Bund" was the idea that it might be smarter & more consistent to trade a 10 lot with a 5 tick stop for smaller targets, than 1 + 1 or 2 + 2 for larger targets. However, I have been doing better with 6E (Euro futures), which is more likely to trend and produce greater returns.
I have tried having 4 instruments up, but realistically 2, possibly 3, is the max for my capabilities. 6E stays in and GBPAUD (a wide range pair I know well) makes a comeback. CL is best traded in the US session, and Gold is very much a "breakout" instrument, all imho of course. GBPAUD was picture perfect this morning and when it moves, often moves off the LO (as that's end of day for the Aussies, start of day for the Limeys), which is what I want :