I can't reproduce with E/U; neither with the parameters post #408 nor with thoses post #420. But the overall shape of the two equity curves is the same, except mine has no up trend! The peaks and valleys seem to match in time. Jo's DD are always exceeded to make a higher high. In my simulation the DD are barely recovered. For the second set of parameters I get a PF of 1.0. For the 1st one it can't recover a 70% DD.
No greed. No fear. Just maths.