Hi Sharks, Are you trading that on one instrument or multiple?...

Hi Sharks, Are you trading that on one instrument or multiple? Just a few observations from me which I think tie into this broader discussion.

In the initial period you had 142 short wins and 106 long wins (1.34) vs. your 'breakout period' you had 54 short wins and 66 long wins (0.83) - so the longs almost doubled, relative to short wins.
I wonder, if this was a result of the EA performing well when marking was trending up, not not doing well when trending down? Or perhaps it performs well when trending up or down, but not when it's going sideways?

It would be interesting to compare those two periods to what the market was doing a the time and try find a correlation, if say for example, you could marry your equity curve consolidation to the market flattening, then you could add a condition to your EA ... as one simple example that comes to mind (assuming it's a trend correlation, but perhaps its volatility or something else?), maybe something like a 3 x EMA whereby if the short medium and long are stacked in that order top to bottom, only trade long, or vice versa, but a rule where if the EMA we're not 'in order' (i.e short long medium showing from top to bottom) this could mean market has broken it's trend, therefore to avoid long period of consolidation or gradual decline whilst the market finds its new trend, your EA can just 'pause' and wait for conditions to be met in order for it to start trading?

May result in a lot less trades being taken, but would be interesting to see if that nullified some of your draw down, and if the overall DD became less as a result, perhaps you could then increase position size or whatever factor you liked.

Hope all that made sense, and maybe not applicable depending on what market you are trading it on, and it assumes there is a correlation to be found - but this is something I have been thinking about a lot (Equity curve vs, market trend correlation) so thought I may as well mention it! Basically I think acknowledging that not all market conditions will make us money on a strategy is one thing, but to isolate the 'why' and build that condition into the EA could open a lot more opportunities and perhaps even make some strategies that wouldn't have otherwise work become more viable by mitigating the periods where they 'suck'.