This is just stats typed on a forum. Lets see this on your trading platform. Post something that's credible.
So if you want to come here and post stuff like this you need to post snap shots from your software...NOT numbers typed onto the site. Whats your draw down? Post something showing your strategy in an actual trading software. I use Multicharts.
My back testing and automation software is custom developed by me, i am a programmer. The Largest drawdown was mentioned in the opening post, you clearly missed it.
I have never tested with daily bars or overnight holding. Always been a day trader. In the worst case of having a nasty drawdown much larger than the back test i would start cutting down my position size, even faster than the system dictates, but i would continue to take every signal. The mean of 45% and stddev of 20% suggests negative years are quite possible in future trading. Yes i have, the system tends to do better in high volatility markets. Although sometimes it surprises in low volatility markets as well.
That's one hell of a curve fit How come you only run it for 5 months?,LOL If this was ES it would equal to average < 39 points per profit trade, average 11 points per day!