Took your advice and I'm compiling all backtests into excel for a better look.
I did have a problem with the backtest on USDJPY, two instances where it got caught up in trades over the weekend, and they gapped past my stop. Should I be implement a filter to cut positions being opened past a certain time on friday or something. Never looked into programming in relation to sessions or time zones, but is this something I should definitely do in your opinion? The gapping is definitely dangerous by the looks of things.
