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I did not really look at the performance report (I still use TS4.0 and am not familiar with most of the stats given) however just a quick comment on one of the reactions from an omega lister... Someone mentioned $250 as reasonable slippage for testing. I try to be as harsh and realistic as possible in backtesting for a robust model, but (and I think you mentioned e-mini as the product tested) $250 slippage is way out of line. $250 is 5 full handles in the e-mini S&P!!! For e-mini's, with a good execution platform $50 slippage round turn per contract should be more than adequate. This is the most liquid product I have ever seen... Slippage is nominal in real-life trading with the exeption of stops at certain VERY important levels...
Good luck trading,
Seth
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