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It's maybe a joke, you can have similar EC with a system using very tiny stoploss, and a too large profit target.
That doesn't mean that doing the opposite, small profit target and a huge stoploss, is a good idea .
. Actually its the ADXVMA strat I used last year (and stopped using when it stopped working). Now it seems better at identifying turns then catching the middle of a trend move...
I swapped the position logic (go short when long signal generated, etc) but alas, it still lost money though less regularly.
Forward testing against a basket of contracts in Sim for the heck of it while I work on some other things.