I compered the performance of Z8 vs MatPed's provided script (DAYS = 6 months) and I found the following figures:
1) Z8 capital=1000 AR=26%
2) Z8 capital=7000 AR=24%
3) MVO capital=1000 AR=17%
4) MVO capital=7000 AR=11%
I don't understand why so big differences between 3) and 4)?

MVO compiling..........
Assets........................
Test: MVO portfolio 2011..2016
Account AssetsZ8.csv
Monte Carlo Analysis... Median AR 17%
Profit 935$ MI 14$ DD 71$ Capital 1012$
Trades 221 Win 70.6% Avg +140.7p Bars 56
AR 17% PF 4.45 SR 1.53 UI 2% R2 0.52



Test: MVO portfolio 2011..2016
Account AssetsZ8.csv
Monte Carlo Analysis... Median AR 11%
Profit 4593$ MI 69$ DD 559$ Capital 7492$
Trades 337 Win 67.1% Avg +61.0p Bars 45
AR 11% PF 3.11 SR 1.10 UI 3% R2 0.84



Z8 (oP group) ..
Z8.5: PH M 1000 H 5 W 2 V 2
24 assets loaded
Assets........................
Test: Z8 portfolio 2011..2016
Account AssetsZ8 (NFA)
Monte Carlo Analysis... Median AR 28%
Profit 1863$ MI 26$ DD 150$ Capital 1180$
Trades 368 Win 73.6% Avg +181.0p Bars 69
AR 26% PF 4.13 SR 1.49 UI 4% R2 0.95
Chart... ok


Z8 (oP group) ..
Z8.5: PH M 1000 H 5 W 2 V 2
24 assets loaded
Assets........................
Test: Z8 portfolio 2011..2016
Account AssetsZ8 (NFA)
Monte Carlo Analysis... Median AR 26%
Profit 13305$ MI 183$ DD 1544$ Capital 9233$
Trades 561 Win 70.1% Avg +147.7p Bars 61
AR 24% PF 3.44 SR 1.42 UI 4% R2 0.93
Chart... ok