DayTrading Algo

Below is a virtual One Side DayTrading robot tested on SPX.  
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Rules 

1. Every trading day: If no position open SPX position at the end of the trading day. 2. Next day close the position if losses > 0.25%. ----------------------------------------------------------------------------------------
	LONG					SHORT
year	% change	drawdown	win/loss ratio		year	% change	drawdown	win/loss ratio
2005	14.16	-1.60	0.65		2005	1.97	-1.77	0.4
2006	17.26	0.35	0.68		2006	-4.49	-5.3	0.43
2007	31.34	-1.30	0.54		2007	25.7	-2.6	0.45
2008	51.61	-7.10	0.26		2008	99.05	-0.26	0.35
2009	57.07	-2.65	0.39		2009	52.95	-0.67	0.31
2010	39.13	-1.70	0.52		2010	21.76	-1.1	0.37
2011	55.32	-1.30	0.54		2011	61.12	-0.65	0.45
2012	25.88	-1.09	0.53		2012	10.77	-5.08	0.47
2013	30.43	-0.42	0.79		2013	2.97	-2.72	0.47
2014	21.81	-0.75	0.65		2014	0.03	-3.03	0.38
2015	33.40	-0.52	0.53		2015	37.94	1.07	0.63
2016	16.62	-3.16	0.52		2016	18.02	-0.26	0.57