Perhaps the answer is math?

Let's take a simple example, and assume EUR/USD is trading at 1.00 and you have a TP at plus/minus 0.10.

This means TP and SL at either 1.1 or 0.9. That's a 10% loss or 10% gain, right?

.... well, wait a minute. Let's also consider the exact opposite asset USD/EUR.

0.900 EUR/USD = 1.111 USD/EUR, a 9.1% gain from 1.0 USD/EUR.

1.100 EUR/USD = 0.909 USD/EUR, a 11.1% loss from 1.0 USD/EUR.

To win a long position, you have to gain 10% vs 10%.
To win a short position, you have to gain 9.1% vs 11.1%.

Your scale would be smaller, but it might not be insignificant enough to skew the results in a particular direction.


EDIT: Hmm. If I comment out the enterLong line, I get 47% ish wins, whereas if I comment out the enterShort line, I get about 45% ish wins. I think I'm partially correct, but I'm not sure why they're both under 50%.

Last edited by AndrewAMD; 09/03/17 00:47.