I back traded the system manually for 2007. Using tp3 and only taking max two trades the system returned 3518 pips. The problem with using the pip count as a measure of success is that since your sl is variable if you wanted to say trade 5% (I am not reccommending you do this) your have to adjust the number of lots to compensate. So a large pip winner is the same as a small pip winner if you are taking profit at tp3. So what I did was break each tp level down to a unit. Unit is equal to sl+spread+buffer. Using the tp3 there were 91 winning units and 45 losing units. Using a 5% risk model without using compounding and using 110 pips as an average unit trading 4 mini lots per trade a $10,000 account would net $20,040 at the end of the year. I am not a math wiz but I went over it a couple of times and I think its right. Taking the third trade was not a good idea during this time period. There were actually cases were you could have taken 5 trades all would have been losers on some weeks. Tp4 would not have worked as well as it has in 2009. Still got to look at 2008. Overall it did not seem that the system performed as well as compared to this year but still made a hefty return. Obviously 2009 had some very substantial weeks, but its also been in a sideways market for 8 weeks or so and did very well during that time period. I think that its imperative that you set and forget the system. If you start scaling out of a trade because you see some profits you will destroy the risk reward ratio and the system will start to suck. Also on moving the stop up, there were alot of times price moved above tp2 and then retraced into negative equity before pushing back up to tp3. The numbers above are results from basically setting and forgetting. Not saying there isn't room for discretion but I think the system needs to be traded as is before mods are made. Another thing I noticed was that a 10 pip buffer on the sl would have kept you in a couple of trades. Not sure how that would work out overall but its something to look at.