DislikedUnfortunately it didn't do so well for 2009. But first remember I set the SL to 3 (instead of 2) to compensate for Duka's digit chopping. And second realize that that doesn't correct the effect of the chopping on the trailing stop: undoubtedly some trades that should've profited didn't.
Summary: it would probably do better if I had 5-digit data to test on. If anyone knows where to find some, let me know!
Results from (2009.01.01 00:00:0.000) to (2010.01.01 00:00:0.000)
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totalTrades = 488
grossProfit = 700.0, grossLoss...Ignored
Is it possible to test something like a 5:50 risk/reward ratio? That is still a 10 to one ratio, and also run something like a 3:25 ratio as well?