DislikedI baktested it from a year back. Win ratio was over 40% and thats including the 3 pip BE.Ignored
You'll never find an edge through mechanical back tests.
At best mechanical back tests are only good for saying, "mmmm this might work I'll give it a try, or, looks like a loser won't even bother."
If mechanical back tests weren't worthless just about every one on this entire forum with half a brain. would load up a few years of data, run every method they read or heard about through it and just trade the one with the best expectency.
Forward test with small lots, if you can make it work well out of ten times, then well out of 100 times then well out of 1000's times on forward MANUAL testing, then you know for sure you have a good edge.