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hum, ok, I bite the bullet: here is random monkey test

that is the code:

TimeFrameSet( inDaily );

//settradedelays( 1, 1, 1, 1 );

// Trading system

initialEquity = 100000;

Optimize("MC run #", 10, 1, 2000, 1);

PositionScore = Random();

PosQty = 50;

PosSize = 2000;

SetOption("CommissionMode", 2);

SetOption("CommissionAmount", 10);

SetOption("InitialEquity", 100000);

SetOption("MaxOpenPositions", PosQty);

SetPositionSize( PosSize, spsValue);

RoundLotSize = 1;          // No fractional shares

SetOption( "AllowSameBarExit", False );

SetOption( "AllowPositionShrinking", False );

SetOption( "MCEnable", 1 );

SetPositionSize( 100 / PosQty, spsPercentOfEquity ); // Fixed Fractional Sizing

//Rank the stocks when multiple signals occur

PositionScore = Random()*1000;

SetTradeDelays (0,0,0,0);

Buy = Random()< 0.05;

BuyPrice = O;

Sell = Random() >= 0.9;

SellPrice = C;

and that is the result, even worse than I thought but with 1330 trades we get $26000 brokerage? so wo brokerage a 5% loss which is as expected, much more after brokerage

[ATTACH=full]118096[/ATTACH]

So our monkey on the 01/01/2020 to 07/01/2021 wold have had a 31% loss

MC :[ATTACH=full]118097[/ATTACH]

So in short, reality still exists and beginners: your back tests are actually still significant and meaningful;

CQFD in French: what had to be demonstrated...

So Mr Skate and usual followers of this thread, please carry on providing and analysing your backtests.

These are helpful and not complete BS

Have a good night