DislikedCaillou,
I wrote a custom script to backtest.
The attached file contains summary statistics of the 3 month test. Detailed stats are available but I don't feel like accumulating all that data.
By the way, before I made several tweaks to the strategy, I compared the results of my backtest with the demo results you had posted on that external website - the results were surprisingly quite consistent.Ignored
lets say in a month you get DD above 10% 3 times. or take 5% DD 4-5 times. dont take the trades as per the original EA. let EA run and get into 5% DD, now buy/sell this basket so that you are ahead of others by 5%. set the PP at 5% (anyway basket will recover the DD). with this approach, you can tame the DD issue. you cant blow out your account, because that would have required 5 times the account to blow out by the original EA
this 5% can be variable. you will get less opportunities with 5% DD as most baskets close below that number. so you are missing those profits. but when you get that 5% DD basket your PP is 5%, so you recover some. overall this may not give same PL as original EA, but surely wont blow out yr account.
to test this concept, have 2 accounts. on account1 start EA. if and when the DD reaches 5%, start EA on account2 with PP 5% and watch this account2.