You still have not factored in live trading execution, ie spreads varying, slippage, and it looks like you are using control points unless that has an avg duration of 1 day per trade it wont make any sense.
You still have not factored in live trading execution, ie spreads varying, slippage, and it looks like you are using control points unless that has an avg duration of 1 day per trade it wont make any sense.