Hello Guys,
Paul, thanks for posting this code. I really like it.
Overall I did a little Analysis and the conditions C1, C2 and C5 are not improving the performance significantly. As Jebus89 already mentioned the strategy is already very profitable by just applying the time condition. In my opinion only rule c3 and C4 adding a substantial surplus which improves the Netprofit/DD ratio.
See the chart attached.
Overall I think it is important not to add too many rules and rise the level of complexity artificially to tweak it until the maximum.
