Hi Frank,
Well, let's see if I understood what you're doing, because I got confused by that part of your answer...You are taking the entries randomly, right? I thought you were taking just random entries as you assume the market is random. As is random it doesn't matter if you go long or short, so you're always going long. You fix a profit target, stop loss and a bet size and then you run your tests. Am I correct? (I didn't get 'it's entirely dependent on the probability of a move of x ...etc').
In the last table what I don't understand what 'percentage won to be' is, and how you calculate it. I thought initially that it was the return, but this is not consistent with the results of the different tests. That's the part I don't get
Thanks, have a good day,
Silvia.