thanks for a great post.

work with me on this a little will ya?

let's say for sake of example that your system had a 100% expectancy, never missed a target profit. But let's also assume that it had to ride out two positions open at the same time thru it's worst case scenario which was to be each negative 20 pips at it's worst case limit. How many lots or what percentage of the account should each position be to maximize returns without going out in a blaze of glory? Assume a starting balance of $500.