H-system backtesting

I've put together a basic backtesting script that doesn't take any fancy exits or stop loss adjustments into account but nevertheless, the results are interesting.

From January 2005 until yesterday, if I entered a 1 lot position here are the results for different limits and stop losses:

30 pip stop and 30 pip limit: 2820 pip profit

25 pip stop and 30 pip limit: 2705 pip profit

20 pip stop and 30 pip limit: 2210 pip profit 

30 pip stop and 25 pip limit: 2580 pip profit

30 pip stop and 20 pip limit: 2290 pip profit

30 pip stop and 35 pip limit: 2395 pip profit

30 pip stop and 40 pip limit: 2580 pip profit 

30 pip stop and 45 pip limit: 2130 pip profit

30 pip stop and 60 pip limit: 1860 pip profit

So the most profitable is the 30 pip stop and 30 pip limit but this is a 1:1 risk/reward.  The least profitable is when setting the stop and limit to have a 1:2 risk/reward.  The 1:2 backtest is still profitable so which one is the smartest to use? I'm not sure.  Should you choose a trading system with a superior risk/reward over one without even though it has tested as less profitable?  Once again, I don't know.  I'll have to add some more advanced logic to the script to emulate my H-system rules. 

Popularity: 1%