The strategy is trading on crises. So here are the last profitable trades from realtime from august 5.
Here is a screenshot with a portfolio report attached, how much you can optimize to get a really good looking backtest. That is the endgame I would say. If you can do more than Sharpe 15 annualized let me know. But gentle reminder, it does not work in realtime tracking any that smooth, so you would not trade it for sure. But it helps you to realize, systematic trading is not worth it. That is my conclusion after 12 years of testing and researching and tweaking to the end.