Disliked{quote} Sounds good. Do you have some example of the worst trade (SL reached) and how many pips you lost vs. how many pips you win? But in a "Hedge x8", you can have more than 500 pips DD ... If the TP is 60 we will need 8/9 win trades to cover 1 loss. Surely I'm wrong and maybe I have not understood your point. It would be great you post some chart.Ignored

**@Kfx**

You are absolutely correct. The main question is the statistical probability of getting a full SL (e.g. 1000 pips) in relation to the accumulated profits.

If this ratio were for example 1:20, it means that the strategy may safely encounter one full (i.e. 1000 pips) SL for 19 x 60 pips "profit units". I did not mention

*"60 pips target profit"*intentionally in the previous sentence, as profits may also come from smaller 10 pips "profit bites", 30 pips "small baskets" and the usual 60 pips "large baskets" (according to my "modified version").

I am about to backtest the statistical probability of getting hit by 1000, 1500 and 2000 pips Stop Losses in relation to the accumulated profits during a certain time period. My HYPOTHESIS (which I want to confirm) is that the long term statistical chance of getting full SL-triggering "price patterns" is very low in relation to collecting adequate and profitable amount of 10, 30 and 60 pips profits.

By SL I don't mean risking the whole account: one full Stop Loss should not be more than 10% of the account, but preferably less.

Paracelsus

(alias FxMasterguru)