So this is interesting... When backtesting the new z5S with version 1.26 and NFA rules enabled I get an average loss of 2%



Z5s (oP group) ..
Z system 5.26
Ini: NFA FX Phantom MMax 100 Wkend 2 Verb 2

BackTest: Z5s EUR/CHF 2011..2014
Worst Case Capital 2754$
Monte Carlo Analysis... Median AR -4%
Profit -265$ MI -7$ DD 3166$ Capital 4372$
Trades 7260 Win 32% Avg -0.9p Bars 3
AR -2% PF 0.99 SR -0.10 UI 59% R2 0.00




If I back test the stragaty with NFA disabled I get an anual return of 163%




Z5s (oP group) ..
Z system 5.26
Ini: FX Phantom MMax 100 Wkend 2 Verb 2

BackTest: Z5s EUR/CHF 2011..2014
Worst Case Capital 3989$
Monte Carlo Analysis... Median AR 141%
Profit 13384$ MI 373$ DD 1253$ Capital 2756$
Trades 2629 Win 93% Avg +10.4p Bars 107
AR 163% PF 3.04 SR 2.12 UI 2% R2 0.70



Does having NFA rules enables basically break z5S?

Thanks,

Sean

Hi.

I think you don't enable NFA flag and switch to Mode 2 within Z5.

Manual:

Z5 can be traded with three different methods that can be set up with the "Mode" slider. The first method (slider at 1) is normal grid trading as described above. The second method uses Zorro's virtual hedging mechanism. It does not offer the 100% win rate of method 1, but reduces trade duration, market exposure, margin requirement, and rollover costs. This mode is mandatory when hedging is prohibited, as on most US accounts.



see you
Sundance

Thanks Sundance! I completely misses that.... still learning zorro.

The back test on mode 2 looks good. Just started trading Z5s, 55 margin, mode 2. We will see how it looks after a couple of months.

Sean

Good luck!