Quote from Trader666:
Beau, are you saying you don't make mistakes?
When a backtest has stats like what you posted, one of the following is almost always the culprit:
1) coding or settings error
2) optimization
3) data problem
My simple suggestions would have found the cause but you dismissed them. Wayne came up with more likely results but you said he doesn't know what he's talking about. Others have made suggestions that you've dismissed.
I know you can crank out code by the pound and that you've made profitable systems that have worked going forward on collective2 but that doesn't mean you can draw conclusions from tiny samples or fail to troubleshoot unrealistic results. I don't have a beef with you and I mean this constructively.