Please, I would like to talk about what I want in my topic and I prefer you ask me before moving.
Anyway, it is interesting to continue the discussion here.
I was explaining why I choose NTI and not LZB and I say that LZB is really dangerous, a very bad strategy and the performance is just good luck.
% winnings: 73,72%
average winnings: 26,71
average losing: 88,15
% winnings: 76,72%
average winnings: 6,42
average losing: 14,16
You can calculate PROFIT FACTOR with this data:
PF<1 literally means that the strategy will lose money, just lucky until now.
You can calculation average profit per trade (I'm not sure about how to say it in English):
It means that LZB lose money and NTI wins money.
You can see the underlying strategy, D-Score or Pf attribute, I thing it's really clear from April to now.
IMO, it's not just a flat period, it's a normal period for a strategy that is just luck and it's just luck because ARIMA doesn't work with this data (to apply arima, the data must meet certain requirements and is not the case of financial data).
I hope not to disturb anyone with my opinion.