One is with renkotype 3 and boxsize 100
The results you show are backtested with a very low spread?? (You do not show the very top where is says ProBacktest or ProOrder)
I backtested with spread = 2 and got very similar results to yours.
I then backtested with spread = 10 (realistic as average spread over 24 hours?) and the result were a loss (similar to the same System I have running in Live Forward Test / ProOrder.
If you do not agree then please say as we all want to get rich together and have the Party of a LifeTime aboard Vonasi’s Yacht!!!! 🙂
EDIT / PS
I will say though that 3 big losses (see attached) account for total losses so seems we need to tweak the stop loss or better still have a dynamic exit, or even … if position perf < 0 after x bars etc??
