DislikedI still don't understand how could a system that produced such a realistic equity curve (attached) over more than a couple of yrs go all wrong.Ignored
That is not a realistic curve. People don't make $111K in 80+ trades and you don't stand a chance of surviving if that is what you are shooting for. Anytime I see a juiced up curve with a PF of 2.5 or more I shrug and walk away. That's not real life.
As Mr. Trend mentioned, you need to perform a walk forward anaylsis. Take a data set, reserve 30%, test on the known data and then expose the new data. If the walk forward is valid you should see around 50% of the optimised results on an annual adjusted basis.