Note that while the calculated system return for the 20 year period is 38%, the system return for the last 5 years is only 23%.
I wonder what the max drawdown is for the last 5 years? In another post you list the biggest losing trades and half of them are from the last 5 years.
The winning trade % is 53%. Does this go down for the last 5 years?
My point is - anyone's trading record looks a lot better when you include the 90's bull market. For a system to be viable it should do well outside of that. The only way to find that out is to run the simulation for the last 5 years only. Good luck!
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