I’m backtesting my current mechanical system. I’ve got my stop loss and take profit set, and I also have a time stop in case the trade just waffles around. As I’m recording my stats, I’m finding several trades that hit their time stop within 5 pips of the entry price. (My stops and TP’s are typically somewhere between 40 and 80.)
If this were football, I’d say a win is a win, but my statistical results are going to help determine changes I may make before I go live. So, my question is, should I count these very small moves in my W/L column?