Thanks blaub4r. I'm attaching here also EURUSD's result chart, one of the worst performers of the bunch, for comparison.

I agree the trades only closed because the simulation ended. But I'm not sure I would call it just "luck" as there are exit criteria in the strategy.

Yeah, I saw that about the OptimalF being figured across the enter period. My theory about this (please correct me if I'm wrong) is that I want to throw all the available assets at a strategy and then let OptimalF throw them out if they aren't profitable. If they ARE profitable, then use that OptF factor to weight the trades based on HOW profitable (they have been historically).

I would like to know how to tell if something is wrong here (ie, a testing glitch). The strategy in and of itself seems reasonable, but the results seem overly optimistic. (Then again, I'm not sure what I should expect from a robot.)