My algo generated 31.67% return with 13.01% DD and 5 losing months. Unfortunately only a part are live returns, part is demo. Live returns from the last 5 months of 2017 was 4.45% return which includes 2 of the 5 losing months. The algo only trades ZB, since this market was in a tight range during 2017 i can not complain with these results. 2016 was a much better year for my algo.