I'm using this definition of the optimal f. optimal f = (percentage of wins * (profit factor + 1) - 1) / profit factor According to this, the optimal f will be zero or less if the percentage of wins is less or equal to 1 / (profit factor + 1). If I use the optimal f for position sizing and the optimal f is less than zero, does that mean I should simply discard the system? Also, even if the optimal f is not zero, but relatively small, like 5%, the amount to invest for a small account would be really small. For example, for a $10K account, 5% is only $500. Commissions alone would eat away all the profits if there are any. Does that mean I need to throw away the system too? Thanks.