I saw the result. Looks really good. Why are you so afraid to post results and reveal the broker who funded you
Want to keep my privacy. Had bad experiences with ET in past. Also a lot of trolls. Especially if you are better than the average ET'er, which is not difficult at beat at all.
sorry, i forgot to reply to you. You're not creating any new value by breaking down the SAME strategy. So, what you did here is you just exchanged total return for sharpe. There is no new value. It's the catch 22 of markets (strategies). Only if there's new parameters, it's possible to generate new value through optimization. Same thing in any other business. Markets are no different. Imo. That's why i said it's the sharpe AND total return. Not just sharpe (well, Sortino, really)
I see that Sharpe ratio is complete off, while Sortino gives more or less the real situation. I also read somewhere that daytraders should use Sortino and not Sharpe. He explained that the high volatility of the returns have a negative impact on Sharpe.