> Trade win:loss ratio > 1 is an elementary mistake in algorithmic backtesting Who said anything about that? Perhaps I was unclear, it's not about the ratio,

> Trade win:loss ratio > 1 is an elementary mistake in algorithmic backtesting Who said anything about that? Perhaps I was unclear, it's not about the ratio, it's about the streaks, you need to understand patterns of your wins and losses as it's critical to applying money management. If you only win 30% of the time, you could still make a killing if you can withstand the losing streaks without much drawdown or if the winners are big enough.