I don’t know what your SL is but, apart from DRAWDOWN calculations documented in the PDF manual (I remember you suggested a modification to Nicolas), your strategy may end up with a minimal gain or loss, still go through a huge partial loss only mitigated in the end by a distant SL. I mean that if you set a SL to 300 pips, then your trade can go wrong up to 299 pips (that’s money you need to have, plus required margin, on your account), then end up gaining just 10! You must not consider how much you have lost or gained, but how much you could have lost!