Yes I know that problem. I might have found another oppertunity i Brent Oil. But my data is limited, so first I used the large contract- not the mini to get the most backtrack data. But still its only from nov 2015. perhaps someone could take a look in a 200000 sample platform. Here is the results.

//Brent Oil(LOC) - IG MARKET
// TIME FRAME 1H
// PROBACKTEST TICK by TICK - 100.000 bars
// SPREAD 1 point
// Elsborgtrading

// WF: not ancored- 5 Rep, in sample 70%, OOS 30% optimized in times of two pairs
// 1 pair
//Period of fractal level: CP= 40 to 50, 1 point
//Stop loss by Donchian channel: DC = 65 to 80
//2nd Pair
//Trailing Stop long: TGL = 5 to 15 , 1 point
//Trailing Stop Short: TGS= 5 to 15 ,  1 point
//3rd pair
//TP 60 to 80 , 1 point
//SL 30 to 45 , 1 point


DEFPARAM CumulateOrders = false

Reinvest=0
if reinvest then
Capital = 50000
Risk = 1//0.1//in % pr position
StopLoss = 39//7//10 // Could be our variable X
REM Calculate contracts
equity = Capital + StrategyProfit
maxrisk = round(equity*(Risk/100))
MAXpositionsize=5000
MINpositionsize=1
Positionsize= MAX(MINpositionsize,MIN(MAXpositionsize,abs(round((maxrisk/StopLoss)))))//*Pointsize))))
else
Positionsize=1
StopLoss = 39
Endif

///BILL WILLIAM FRACTAL INDICATOR
//CP=PERIOD
CP=45
if close[cp] >= highest[2*cp+1](close) then
LH = 1
else
LH=0
endif
if close[cp] <= lowest[2*cp+1](close)  then
LL= -1
else
LL=0
endif
if LH=1 then
HIL = close[cp]
endif
if LL  = -1 then
LOL=close[cp]
endif



//LONG and SHORT CONDITIONS
//Positionsize=1
if (time >=100000 and time < 230000) then
C1 = (close CROSSES OVER HIL)
D1 = (close CROSSES UNDER LOL)
IF c1 and not shortonmarket THEN
BUY positionsize CONTRACT AT MARKET
ENDIF

IF D1 and not longonmarket THEN
SELLSHORT positionsize CONTRACT AT MARKET
ENDIF
ENDIF

//TRAILING STOP
TGL =14
TGS=5
if not onmarket then
MAXPRICE = 0
MINPRICE = close
PREZZOUSCITA = 0
ENDIF
if longonmarket then
MAXPRICE = MAX(MAXPRICE,close)
if MAXPRICE-tradeprice(1)>=TGL*pointsize then
PREZZOUSCITA = MAXPRICE-TGL*pointsize
ENDIF
ENDIF
if shortonmarket then
MINPRICE = MIN(MINPRICE,close)
if tradeprice(1)-MINPRICE>=TGS*pointsize then
PREZZOUSCITA = MINPRICE+TGS*pointsize
ENDIF
ENDIF
if onmarket and PREZZOUSCITA>0 then
EXITSHORT AT PREZZOUSCITA STOP
SELL AT PREZZOUSCITA STOP
ENDIF

// DONCHIAN STOP
DC=65
e= Highest[DC](high)
f=Lowest[DC](low)
if longonmarket  then
laststop = f[1]
endif
if shortonmarket  then
laststop = e[1]
endif
if onmarket then
sell at laststop stop
exitshort at laststop stop
endif

set target pprofit 78//TP//30
set stop ploss stoploss//*pointsize

//graph equity COLOURED(0,0,0) AS "equity"//black
//graph (((tradeprice-(tradeprice-((tradeprice*stoploss)/100)))*positionsize*pointvalue*100)/(equity))*100 COLOURED(0,0,0) AS "MAXRISK"
//graph (positionsize*stoploss/equity)*100 COLOURED(0,0,0) AS "MAXRISK"
graph (stoploss*positionsize/(equity+capital))*100 COLOURED(255,255,255) AS "MAXRISK"//Aqua
//Graph HIL COLOURED(0,200,0) AS "BREAKOUT LEVEL LONG"//HIL COLOURED(200,0,0) AS "BREAKOUT LEVEL SHORT"

forgot to attach… here it is.