Sounds like a homebrew faux-MM system. Be very very careful, such systems coming online right now are grossly overfit and will get slaughtered now that volatility has run out of room for signficant declines.
do you mean why does the last image show 1321, while the others had more trades? because the last image was a slightly different system, that gave fewer trades
There are only two things intraday blackboxes can do: fade ST breakouts, or take them. Both are dependent on the "right" macro volatilty regime, which we've had, but is now coming to an end. There are chat boards loaded with guys trying to trade blackboxes just like the one you describe, it's neither a secret nor particularly original. You are curvefit. Good luck.
looks very promising.....but what about the other stats ? Sharpe & Sortino ratio important as is VAMI. These stats are shown in most of the hedge fund databases.
Of course, and under the scenario in question it is nothing more than the trading of a breakout against a fade. There are no derivatives involved in what the OP is describing, this is as vanilla as it gets.
I was just responding to a blanket statement that sounded wrong, not commenting on the system being described in this thread. You said all black box systems either go with breakouts or fade them and that they depend on volatility. If I buy stock on one market and sell it on another for a 1 cent profit, is there a breakout somewhere? Sorry if I mis-interpreted what you were saying.