Wilson, I noticed that your settings were using 3 lots on an account size of $10,000 to start with, and later using 22 lots. What was your maximum risk?

I pasted the settings submitted from Fikko, but seeing the lot sizes made me a little scared. Since that is 6 times the default maximum risk it does make sense the lot sizes would be larger, but that also means (as your log shows) any consecutive losses are extremely painful. It still managed to turn 10k into 80K+ in 6 months after very large losses. Reducing the risk by 1/6th (to the normal amount) would reduce the drawdown *substantially*. I don't think I could ever run maxrisk=0.3 myself.

Would you mind running the tests again over the same data with a few changes? Set risk to 0.05, update to 5.6.4, and change the Consecutive signals to numbers between 1 and 200? (200 = 200 consecutive ticks of confirming signals)