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Here are the drawdowns risking 1% per trade.

Here's the equity curve risking 1% per trade.

Here's the summary risking 1% per trade. Remember, the previous analysis was based on 1 contract per trade.

Drawdowns

Equity curve

Consecutive wins and losses.

Other stats like sharpe ratio, etc.

Here are the annual results.

Here's the summary.

This a long only strategy. The results below are from 1/1/98 to date. No money management has been applied yet. The numbers assume 1 contract per trade. The strategy averages around 70 trades per year. I have assumed sufficient slippage and commissions. What do you think of it? I...