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Guy,
This is really a problem and I don't have the answer. If your average
winners/losers has been 75% in the past it does not mean that it will not
drop to 60% for instance on a specific period. You can try to test on
different time frames and and starting at different time to try to get an
idea of how low it may drop. I would try to do at least a test on a very
short period like 6 trades on all your sample.
But my gut feeling is that you have to lower substancially your leverage
because you risk of ruin will get huge if , during any time frame your
winners/losers ratio drops.
Sorry not to be able to be more helpful.
Jean Jacques
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