@nonetheless Thanks for picking this up. Nice description of the strategy btw!

It’s indeed optimised for 200k bars. Never ran WF myself so it’s interesting to see those results. Even with re-entry on the strategy doesn’t break down, looking at 100k bars a.t.m. Maybe it would be the best to have re-entry activated when optimising/WF?

I’ve been running this in demo sinds 13th january, long & short on settings 1. While not fantastic for such short period, it’s positive, even as it missed the first 2 weeks which where good in hindsight.