A simple backtest to how high returns can be in a short period when you jump "off" the bandwagon ASAP.
I'm not sure you've got those order entries quite right.
What you are effectively submitting are a SellShort Stop order above the market -- which is an immediate entry.
And you're submitting a BuyLong Stop order below the market, also an immediate entry.
You seem to be using a stop price thinking that you're getting a trailing stop. But I'm pretty sure you're not. Trailing stops are separate orders (or separate monitoring logic).
But, maybe I'm wrong.
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