If look at USO, you will find before the optimization, the winning rate is half and half. That means, if you long when a death signal comes out, you will have 50% chance to gain. Because its risk/reward is higher than 1 , therefore even the number of win is same as the number of lose, you still have little positive return.
After optization, now the winning rate is 81%, the average winning is 6.07% each trade, the risk reward reaches to 2.18, so amazing!
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