Maybe not the most beautiful yield curve, but achieves the goal.
I must find a algorithm to ontrol this huge spikes.
Further adjustment parameters may be possible to accomplish more, but I do not have time for it.
I need to devise a way of automatic selection of the best parameters, time frame, for each strategy.
Size of Position - 5 percent of the capital.
73 percent of Profitable Trade.
Not bad, but far less than 89 percent, a personal record.
This Strategy is tested on historical data, not in live trade conditions.