Ahora necesitas estadísticas monas, que no todo en un sistema es la pasta que saca

Por ejemplo, este es uno de los míos contra Antena 3, en la bolsa de verdad:
+----------------------------------------------------+
| Trades |
+-------+--------------+--------------+--------------+
| |long |short |total |
+-------+--------------+--------------+--------------+
|winning| 8 ( 34.78%)| 12 ( 54.55%)| 20 ( 44.44%)|
|losing | 15 ( 65.22%)| 10 ( 45.45%)| 25 ( 55.56%)|
|total | 23 (100.00%)| 22 (100.00%)| 45 (100.00%)|
+-------+--------------+--------------+--------------+
+----------------------------------------+
| Total profits |
+-------+----------+----------+----------+
| |long |short |total |
+-------+----------+----------+----------+
|winning| 328.53% | 178.98% | 1095.49% |
|losing | -60.88% | -53.17% | -81.68% |
|net | 67.66% | 30.64% | 119.02% | (6.67% annual, 1.76% per trade)
|ratio | | | 13.41 |
+-------+----------+----------+----------+
Maximum drawdown: 50.17%
B/H pct gain/loss: 285.17% (11.74% annual)
+-----------------------------------+
| Statistics about profits |
+-----+---------+---------+---------+
| |largest |average |median |
+-----+---------+---------+---------+
|win | 83.27% | 14.23% | 10.24% |
|loss | -22.06% | -6.44% | -5.13% |
|ratio| 3.78 | 2.21 | 2.00 |
+-----+---------+---------+---------+
Largest pct loss / Annual pct gain/loss: 3.31 years to recover largest loss
+-------------------------------------------------+
| Durations |
+-----+----------------+------+---------+---------+
| |total |max |average |median |
+-----+----------------+------+---------+---------+
|win | 883 ( 28.67%) | 101 | 44.15 | 47.50 |
|loss | 432 ( 14.03%) | 59 | 17.28 | 14.00 |
|out | 1765 ( 57.31%) | 217 | 38.37 | 29.50 |
|total| 3080 | | | |
+-----+----------------+------+---------+---------+
Most consecutive wins/losses: 3/8
Current position after 4435 days: Out
Expectancy: 2.74