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@Ophir GottliebRequest - In these writeups could you include the setting for Execution Fill Type (or better yet a link to the actual test scenarios)? As you may be getting to know, I like to drill into the individual trade detail to get a complete picture of what was going on. I was having difficulty duplicating your test scenario until a found the difference. If you run the scenario with Execution Fill Type set to halfway between mid and market (the tool's default value), the 5-7 win/loss with +17.1% return drops way down to 2-10 win/loss with -28.7% return. When I switched to Mid Market my test results matched those published. I don't believe the intent was to have these 2 setting produce that drastic of a difference but I guess when you have wider bid/ask spreads it can happen. I do think the Mid Market setting would be much closer to actual results, although probably with few cents of slippage from the mid.