Which of these strategies would you feel the most secure in trading in an automated environment? What other performance metrics should I be looking at? Due to the HIGHLY specialized data needed for this system, the only data I got to test on is what I have captured over the past 40 trading days. Some of the methods traded in excess of 300 trades so they have a little bit of statistical significance, but the ones trading only ~30 or so is hard to trust. All results based on trading only one contract. Trade Manager: 0 Trades: 169.0 Wins: 73 Losses: 96 AvgUp: 269.93150684931453 Avg Down: 144.16666666666723 Win% 0.4319526627218935 Profit Factor: 1.4237716763005694 Expectancy: $34.70414201183377 Total Money: 5864.999999999905 Trade Manager: 1 Trades: 335.0 Wins: 198 Losses: 137 AvgUp: 118.88888888888924 Avg Down: 140.76642335766437 Win% 0.591044776119403 Profit Factor: 1.2206378014000543 Expectancy: $12.701492537313591 Total Money: 4255.000000000051 Trade Manager: 2 Trades: 38.0 Wins: 25 Losses: 13 AvgUp: 375.7999999999993 Avg Down: 364.2307692307678 Win% 0.6578947368421053 Profit Factor: 1.9841605068637842 Expectancy: $122.63157894736844 Total Money: 4660.0 Trade Manager: 3 Trades: 167.0 Wins: 118 Losses: 49 AvgUp: 104.91525423728856 Avg Down: 159.28571428571522 Win% 0.7065868263473054 Profit Factor: 1.5861627162075564 Expectancy: $27.395209580838355 Total Money: 4575.0000000000055 Trade Manager: 4 Trades: 51.0 Wins: 28 Losses: 23 AvgUp: 356.07142857142827 Avg Down: 265.434782608695 Win% 0.5490196078431373 Profit Factor: 1.6330876330876354 Expectancy: $75.78431372549032 Total Money: 3865.0000000000055 Trade Manager: 5 Trades: 169.0 Wins: 115 Losses: 54 AvgUp: 101.26086956521783 Avg Down: 154.6296296296303 Win% 0.6804733727810651 Profit Factor: 1.3946107784431139 Expectancy: $19.497041420118435 Total Money: 3295.0000000000146 Trade Manager: 6 Trades: 38.0 Wins: 25 Losses: 13 AvgUp: 366.9999999999995 Avg Down: 372.69230769230643 Win% 0.6578947368421053 Profit Factor: 1.8937048503612008 Expectancy: $113.94736842105274 Total Money: 4330.000000000004 Trade Manager: 9 Trades: 142.0 Wins: 44 Losses: 98 AvgUp: 189.54545454545513 Avg Down: 52.04081632653121 Win% 0.30985915492957744 Profit Factor: 1.6352941176470452 Expectancy: $22.816901408450477 Total Money: 3239.9999999999673 Trade Manager: 10 Trades: 61.0 Wins: 42 Losses: 19 AvgUp: 248.80952380952385 Avg Down: 361.842105263157 Win% 0.6885245901639344 Profit Factor: 1.5200000000000038 Expectancy: $58.6065573770495 Total Money: 3575.000000000018 Trade Manager: 11 Trades: 167.0 Wins: 118 Losses: 49 AvgUp: 104.91525423728856 Avg Down: 159.28571428571522 Win% 0.7065868263473054 Profit Factor: 1.5861627162075564 Expectancy: $27.395209580838355 Total Money: 4575.0000000000055