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