Which strategy would you trade?

Impressive.

But I don't quite understand, if all your trades are profitable so you have a 100% win rate, why was there a draw down?

 

Maybe paper losses from not using stops.

 

This is a good idea. I've developed a couple of automated strats with basic inputs that tested out well over the last 5 years or so... when I tested over 12 years, the same strats flopped and hit periods of drawdown that I would not have been able to stomach in real life.

 

There is no draw down until you book your loss and no profit until you book it.

 

Adding to losers?

 

Draw down meaning how far a trade goes against you?

 

Do 2 and 3 together most likely if you can.

 

I can not,knowledge is this field is very,very expensive
It takes years and eventually the correct interpretations lead to answers.

I am in final stages of coding and will update on my thread about this when all is ready
Robust systems have draw downs,they recover from them in all tests,i repeat in all tests.From this i stared viewing time to recover as important characteristic when i know very little else about the strategy.

Systems with limited draw down are curve fitted to the max that's how i see it