These are the theoretical results from a system I've developed based on the DAX: PHP: from to profit/loss win full loss small loss 2009-01-01 2009-01-31 -42.400000 6 5 8 2009-02-01 2009-02-28 -7.800000 9 6 5 2009-03-01 2009-03-31 32.600000 13 7 2 2009-04-01 2009-04-30 76.400000 13 2 5 2009-05-01 2009-05-31 41.900000 9 3 8 2009-06-01 2009-06-30 84.200000 14 1 7 2009-07-01 2009-07-31 95.500000 16 2 5 2009-08-01 2009-08-31 49.400000 10 2 8 2009-09-01 2009-09-30 26.600000 11 3 8 2009-10-01 2009-10-31 -7.700000 9 6 7 2009-11-01 2009-11-30 -1.800000 9 6 5 2009-12-01 2009-12-31 65.300000 13 3 4 2010-01-01 2010-01-31 -47.300000 5 6 8 2010-02-01 2010-02-15 26.400000 7 2 2 the profit/loss are points on the DAX, each point being 25 euros. The win/full loss/small loss are the number of each type of result I got per month. A small loss is after the trade reaches a certain threshold I move my stop up and if it hits I incur a small loss. I consider it "break even" but it ends up being about a 4 pt loss. The risks I have with the theoretical results deviating from actual results are slippage, hitting my limits but not filling, and inaccuracy with my backtest data, but even with a 10% difference, the results are still pretty good (assuming a $10k funded account, it returns over $10k since Jan 09). It's purely algorithmically driven, so I don't sit in front of the computer, I wrote a program that trades for me. It trades once a day only, so I don't risk overtrading. After working on this system for a few months and backtesting it, I sim-traded it in December. As you can see, the results were outstanding, so I had a lot of confidence in it. In January, I traded it for real, 2 contracts, consistently for the month. As could be expected given my luck, I got my balls handed to me. It was a terrible loss, and it shook my confidence in the system, so I stopped trading it at the end of January. As could be expected given my luck, just as I stopped, it looks like the system is recovering for the month of February. My question is, should I keep trading this system? My confidence in it is completely shaken, even though it looks like it's working again. Mentally, I can't take any more losses, the relentless losses throughout January have significantly damaged me. The drawdown I took just in trading the DAX was significant, but I traded across several other futures contracts as well, and had similar results, leading to a 25% drawdown in my account in the last 2 weeks of January. While the others aren't doing as well in February, the DAX seems to be doing okay now. Mentally and psychologically, I can't stomach another drawdown. I'm worried that if I start trading this again, it will start to tank. I know it's irrational to think that the markets are some how conspiring against me, but financially I can't afford any further losses. Any suggestions or guidance would be much appreciated!