On printscreen 4 you can see another problem regarding an optimization test. (It’s a slightly different variation of the Strategy in my first post – Itf file is attached – Spread = 1.5)

When I set the Stop Loss percentage of the long and short trades at two percent, I get a result of 5701.90 euro.

However, when I run an optimization test, ranging from 1 to 2.1 percent, the 2 percent combination doesn’t appear in the optimization report, even tho it should be if you look at the other results.