I have been swing/position trading a "system" using a stop loss of 2xATR's. Risking about 1% of account equity on each trade. This naturally accumulates about 5 or 6 open positions at a time. Average holding period around 2 weeks. Recently, I finally invested some quality time developing and back-testing my trading system. The results were unexpected. The optimum stop loss for my system was around 6xATR's. Average holding period about 6 months. This however leads to more than 10 open positions at a time. I wish to have only around 5 or 6 positions at a time, which would mean my % equity risk would have to go up to about 3% per trade. Is it reasonable to assume that a short term system risking 1% with 2xATR stop loss is about equal to a longer term system risking 3% with 6xATR stop loss on risk basis? Thanks, Todd K.