Leicester City.

Leicester City.

Indeed! The new trainer cracked it, it was a good decision to sack Ranieri.

How can we *quantify* the difference? This "visual inspection" is obviously not working...

H-m-m...I dau-nau.... (african medical students say it in local shop here).
Maybe it is worth to try to move your hand with your computer mouse to the performance picture above, then press/click the button on it and..... see the NUMBERS of performance (profit-factor, drawdown). Or maybe do this trick with the links I have provided, and see sharpe ratio etc...?
O-o-o-p, sorry, do You know what is a drawdown (DD), or profit-factor ? Or need a link to Pedo-wikia?
(This forum is full of pure theorists and book worms .....)

That's just  aggregate statistics of a single run. It would be a better idea to compute the profit-factor and drawdown of my 9 random walks and then rank you? I'm sure that website already does that somewhere.

How about we hypothesize (based on common ego target conventions) that 90% of the traders on that website are a bunch of losers, not nearly as good as you are with your fantastic trading system?! 

How would you have to rank there, ..and how *do* you rank?

The key point is my system works on 30 currency pairs at the same time with the same software algo, with almost identical parameters (no much difference). Instead, other traders are simply use one tricky combination of well-known simple indicators - on 1...3 currency pairs only, thus getting huge drawdowns.
Remember the scandal with the article about "alfas" by Zura(b) Kakushidze here (deleted by Paul Wilmott)? The article describes pretty well the main method of modern trading - shuffle constantly a bunch of 100 "alfa" short-lived strategies, optimizing parameters by backtesting.... until it stop working. Then find another "new alfa".
This is not a scientific approach.

Deutsche Bank as a largest market maker on forex, carries a special index called DBCR, monitoring the performance of typical trading strategies on forex.
Here are examples of DBCR index and supplemental data:

You can very easily make is scientific: throw a dice, based on the outcome shuffle your alpha. That would be a random strategy and you need to statistically outperform that.

You need to know this stuff before you switch from zero-fee paper trading to real trading.

That's why I say you need to rank against peers. I'm worried you will not statistically significantly deviate from the mean ..but we need to let the numbers speak. A quick glance at the 50.23% profitable trades -combined with the fact that its a FX you're trading- doesn't look hopeful.

Is there a place where we can see how your performance ranks against others? That will quantify how much added values this smart alpha hunting adds  compared to the average dumb trader.

Lovin' it. Xmas has come early. Keep up the good work!

DBCR looks much more stable than your strategy. Do you people also look at risk/return things like sharp-ratios? That's what matters most: capital is not the issue, the goal is to get return in return for accepting risk.

A quick glance at the 50.23% profitable trades -combined with the fact that its a FX you're trading- doesn't look hopeful.

Please note that the trading on that account was intentionally NOT STOPPED during the Brexit - just to evaluate the impact of such extraodinary event on drawdown. On trading with real money the process should be stopped, giving much less drawdown around 10% and sharpe ratio of 0.20 (0.70).
Outrun, be carefull with "universal indicator" of trading/investing performance. When I discussed my long-term system with the persons from industry up to a vice-presidents of well-known banks from NYC and London, all of them require high Sharpe ratio around 2.0. The real surprise for them was when I pointed out the "revelation": Sharpe ratio of SP500 is around 0.38, Sharpe ratio of Warren Buffett's fund is around 0.78. And all modern fund manages are hunting for aphas with Sharpe ratio around 2.0... 4.0, not less, regardless of liquidity and the size of market. Personally, I found it funny.

a) I didn't think there were jobs lower than VP these days
b) And when I get a cold call from someone unwelcome I always say 'My other line is ringing' to get rid of them. I must try using the Sharpe of 2 excuse

So on one hand you have a modern trading sophistical alpha hunting strategy -constantly shuffling-, however you deliberately took a hit during the brexit?

I see the same with my bottom left random walk. It was doing just fine, but then the brexit came, and after that it went down-hill. The superior random walk mid-top however didn't suffer much during the brexit.

a) I didn't think there were jobs lower than VP these days
b) And when I get a cold call from someone unwelcome I always say 'My other line is ringing' to get rid of them. I must try using the Sharpe of 2 excuse

I've come across "VP northern-hemisphere" on a business card,.. which is only half the world, however the "most important half".

In new book "The Money Formula: Dodgy Finance, Pseudo Science, and How Mathematicians Took Over the Markets"  Paul Wilmott on pages 124,125... highly advocates James Simons and RenTec, including their tax-avoiding schemes.

The Money Formula by Paul Wilmott and David Orrell will shortly be available in all good bookshops, and can be pre-ordered here (US) and here (UK). You'll have to buy it to see whether we really did endorse tax avoidance!