were the moving average trades leveraged differently or something? this looks to me like the moving average trades were better in all but net profit, higher percentage, more wins, and entered more trades.

to answer your earlier question about what is a big move? I am looking for a way to limit the losses of a moving average cross EA that straddles on every execution. Most of the time there is sufficient retracement to close both legs of the straddle. When there is not sufficient retracement I assume it is because there has been a market movement which is gone beyond retracing within three or four days. There is a general rule in option trading that any option that has decreased by 50% won't recover. I'm looking at something similar here. Where is the point of diminishing returns with holding out waiting for a retracement to close the other side of a straddle? More to the point of the original question. When large moves are likely can we prevent the straddle execution from originating the wrong position and stop straddling just open in the direction of the predicted move.

The straddle strategy generates big wins but unless the losses are limited it gives back big losses too. This is what I'm wanting to prevent.