I actually do know: I paid more than what I sold it for. That happened when I tried day trading years ago, so I quit day trading.
No, you've got it 180 degrees wrong. Your assumption that any human can profitably trade another human's profitable system is in fact flawed. Fundamentally. Because each human has profound cognitive psychological differences with other humans. If humans could easily replicate the success of other humans, then every person with a finance or economics major could be a successful investment banker or hedge fund manager. Any computer science major would be as successful as {insert your favorite Silicon Valley Billionaire here}. Any theater major would be as successful as {insert your favorite Hollywood A-Lister here). But human endeavors don't work like that. But, if you take one person's profitable fully automated trading system and replicate it exactly - including the quality of the data, filters, programming, ECN and execution, then yes I would agree with your premise that profitable trading systems are readily transferable.
You assume there is no profitable trading system because nobody has shared it with you! There are successful traders on Elitetrader so, the implication is there are profitable trading systems out there but, nobody is giving it out! Why should they?
The word "profitable" is a bit imprecise. All trading systems involve losses at some point. The more precise term would be "positive expectancy." Maybe semantics, but it gets people more use to the notion of probabilities of gains and losses, which is the reality of trading.
There are profitable trading systems out there being sold for thousands of dollars each. So, why are there not more successful traders? There are a lot of variables out there beyond traders control which can affect a traders performance. Even with a black box, you can still fail. A trading system can help improve a trader's performance but, not guarantee success!
Could be the trader, could also, be because no trading system works 100% of the time. At some point, your trading system can fail and sustain losses. No matter how good the setups and entries look, you can still lose. Worst, you could lose multiple times, one loss after another! That is why I would suggest risk management matters more. Without "proper" risk management, you could blow up your account or create a huge enough damage to it that you are set back a huge amount and have to start over! You have no control over the stockmarket but, you have control over your position size and where you place your stop losses.
If you're not based within the EU, you might be unaware that brokers based here must now publish the %ages of losing clients on their books. The average looks about 77%.
I am based in the US. Probably, proves the point that risk management which is very important is ignored by a huge number of traders. Some of the losses probably, could have been reduced or mitigated by just using proper risk management techniques.
I think it is so obvious now that one of the huge causes of traders losing monies is a lack of proper risk management in their trading. Now, I have been teaching a doctor friend how to trade including, using risk management in her trading. She makes good monies as a doctor in her profession and has lost 7 figures in the stockmarket. That is not a typo! Of course, there are multiple reasons why she lost that amount but, a good chunk of her losses is due to lack to risk management. She also, trades options like me. When you are in a trade, you still have to manage that trade because your monies are at risk. Take her VRX/BHC (now) trade. She bought call options on VRX when it was clearly trending down. I told her to exit and close her call option trades. Now, she refused. I told her to buy some put options to recoup some of her losses and maybe, even make some monies. Again, she refused. Guess what she did next? She doubled, tripled down and bought more and more call options! Of course, the inevitable happened and she lost 6 figures in that trade alone! Now, I love her as a friend but, as a trader, she has given me so many white hairs on my head! Do not be like her! Cut your losses when you are wrong! If not, the stockmarket will take your monies! All of it!