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01/29/2020 at 10:29 PM
#118227
Check this out – by splitting into 2 strategies for long and short then re-optimizing each individually gives an extra 60% gain with combined win rate of 97% (4 losses out of 122).
More trades, more wins, lower drawdown, better best trade, better average gain, better gain/loss.
Left hand image is the combined strategy, based on Paul’s EURCAD-DhighDlow-v1p position size =1