@SimpleMeLike, I don't day trade, so this may not be relevant to your situation. I have some general comments. Not necessary correct but to provide another point of view for you to think about. I have done a lot of backtesting and in general, strategies that have very high win rates tend to have low win/loss ratio. Your high win rate and ~equal win/loss is something I am not familiar with. Since you are doing sim, I have to believe you are doing something right. My win rate is < 50% in aggregate since 2013. Good luck and take care.