These are the wins and losses on the long and short side. Draw downs are no more than the HARD STOP losses. HARD STOP meaning when you enter a position with your broker, you set a GTC percentage stop on the position and stick with it.
Occasionally, you get hit with an overnight gap after a change of signal which causes a loss of more than the HARD STOP. Mostly on the short trades as you can see from the charts.
Notice that with the PPO settings at 3/10 instead of 5/10, you get about twice as many trades per year, but the percentages work in your favor, if you can stick with it.
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