It was expected that the New Year week would be slow. But our goal is to gather as much test data as possible for the test to be statistically more significant. So, we kept our test running until the end of 2020 trading. (see how we test)
And even is the thin holiday trading, our strategy fared quite well.
We see that the equity curve is much more choppy than usual, and the win ratio dropped to 46.2%. But despite that, in total the strategy was only down 15 pips.
In our view, this is a positive result. It could have been much worse in these market conditions.
If you want more details, here is the full trade log.