Yes I get the same results, maybe not Sharpe 15 but 10 for sure. It is the approach or method you use what counts and not the underlying markets. I tested same also for liquid futures markets but did not save the Portfolio Report and I uninstalled the whole program and deleted the tick data already (still have all on older backups) so you need to find out yourself. Just do not spend too much time anyway on this. Discretionary trading is the way to go in my opinion.
No I do not believe in backtesting at all anymore. Only trade discretionary with a qualitative approach, forget all the numbers based approach. You need fantasy and imagination to make the big money, and not number crunching which is meaningless. The more discretionary you trade and invest the better it is. I wanted to show you that going the systematic route in the end makes no sense. Yes, you can create some very mediocre working strategies around Sharpe 1. But if you do not stop and go to the high end what is possible in backtesting like me with creating strategies higher than Sharpe 5 you are only wasting your time. It does not mean they do not go forward at all, but usually you cannot make it from realtime tracking on, as they will last a few weeks or maybe a few months if you are lucky, but you never know it when it will work for a bit longer. So backtesting is completely useless in my eyes. I changed my mind completely as I have been backtesting for over 12 years fulltime with many 100 hours per week doing that kind of research and tweaking and so on for many years. Yes, you can be lucky for some time, but you cannot calculate the success and that is what you want with backtesting or a quantitative approach. And it is the same for any technical, or fundamental approach as long as it is numbers based or quantitative only, you can forget them all. Mostly you are wasting your time by dreaming to get rich on what you see with your tests, but it is totally different from future data. So only go the discretionary is my opinion now.