Hi Scooby,

Well in theory, and mostly without spread. In your itf file, you put a spread of 1. however the DJ spread is iqual to 2.4 between 15h30 and 22h00.

And please consider that spread average on 10s TF is around 3.6 at least in reality.

The backtest with this new information is still positive, but the profit factor decreases from 1.9 to 1.16…