Could we add a crosscheck were we simulate a -x% lower winrate. Since often a strategy can fail badly just because when trading it the winrate say only 5% lower then average backtested and ultimately it should not totally fail because of this but in reality it is happening.
Well i meant, say IF average win% is 50 but what happens if it is 45% going forward which mean that 5% of the winners is instead is losers. How sensitive is the strategy to this.
I bet this together with randomize trades order can produce very diffrent DD scenarios from singel strategies as experianced show from years of using SQ.