[Tater10]

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I haven't looked at your tables in detail, but this looks like a channel breakout system using year-wide channels.

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Yes, it is a simple channel breakout. I find it interesting that the easiest seems to be the best.

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where did you get your data

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I get my data through tradestation, their continuous contracts.

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Can you specify your exits?

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I'm just presenting a no-stop, always in, taking risk system. I'm familiar with all the stops & such. The real risk control is in the position sizing. Currently, a 2 lot per $20k in corn for example. 2 contracts only control $34k.

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how do you manage adding to positions?

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I don't trade this system specifically. This is, however, a drawback to this type of system. When the system does hit a huge move, the amount of profit is very dependent on what the price action was at the time of entry (less volatile, more contracts, vise versa). You could just keep adding positions every 3-5 ATR to solve this. Of course this increases the overall risk of the portfolio.

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This also led to large drawdowns and many many successive trades without a win making it a difficult system to follow

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On a risk adjusted basis, the drawdowns & returns are on par with traditional equity indicies.

I don't trade this system specifically, but I do trade a portion of my account this way. I like to think it is like fishing - throw out a bunch of lines, and wait for the big one.