Hi jcl, thanks for your answer, for your time and for your great work.
Sorry I forgot to specify that I disable the reinvest ability. I only use optimalF and a fraction of capital like yours examples so I enabled
Margin = 0.5 * OptimalF * Capital;

Can I ask you the source of the data in the setup.exe package and if you act some kind of denoise, correction or filter in the data? I start to coding my own scripts but I need to trust in the results of test, for avoid wrong belief.
many thanks for your help, Alb