Honestly, I don't know what max size I can scale this to.
It's a breakout strategy so how much size can I actually put on at market before slippage gets out of hand? I don't know that answer, but I figure maybe +20 NQ contracts all at once will start to cause more slippage, especially on the reverses.
Points wise, this is what I got from quantanalyzer using pips (0.25 pip value). Didnt take out outliers