This is the results from excel where I coded the formula from page 68 of Kaufman's "Smarter Trading". It does not seem possible that this system has a RoR of 21%.
Risk Of Ruin
AvgWin 1145
AvgLoss 355
Investment 200000
% Profitable 0.6429
% Losing 0.3571
MaxRisk 0.0025
AvgWin %...