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
Hi guys,
It is true that the gains are better by optimizing each strategy, long and short. However, limited risk accounts do not allow two opposite positions to be opened simultaneously as this can happen by putting these two strategies on the market.
