The System that I designed is a Trend Following System. I am getting fairly good results, however the average win rate is about 40%. So as you can imagine you can with a win rate of only 40% you can have some lossing sessions. What I have read is that if you have multiple exit targets you can flatten out your equity curve. Currently, because my system is a trend system, my exit is when the Slope of the Moving average starts to weaken. What I read says that you could exit in ratios of 3's. Where you set a close profit target, a 2nd profit target a little further, and the 3rd one lets it ride. So the Percentage of winners may be... 1st - 75% 2nd- 55% 3rd - 40%. I fooled around with this, but (1) it hurts my bottom line, but the standard deviation does not decrease. It is basically the same. Does this method work on a trend following system... the only reason why I am thinking that this might not be a good idea is because the basis of trend following systems are based on the big moves. If you are exiting on small profits you are going against the logic of the sytem. I could be wrong, but that is what makes sense to me. Comments?