My question is, when I have a strategy which has a very poor performance, so it makes a great amount of looses, and I turn everything around (for example old strategy would enter a long order at a certain point ... new would enter a short order and so on). Then the new strategy should have a very good performance or not?
So for example the old strategy does -10000 Dollar over a certain time, the new should make profit of 10000 Dollar (of couse without commisions).
Is this correct or do I have a error in reasoning?
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