Variable lot size  can cause major distortions in results.

ًWe have two options '' trading fixed Number of lots '' OR '' % ''

my ideas as follow

1- add 3rd option which is '' Conditional Lot size '' that option will depends on some filters pre determined, these conditions would be :

a. Maximum loss accepted per trade filter , for example if a strategy takes the first 5 trades using 3 % of account && the risk was < maximum loss accepted by trade its ok ,  then in the 6th trade if we use  the 3% size the accepted risk will be > maximum loss accepted by trade so the lot size modified to pass that filter or the trade not taken 

b.Market Volatility : if volatility dropped < > certain level  so change lot size accordingly '' increase , decrease or no trades taken ''

c.Time horizon filters

2- apply the previous rules to ''handling of additional signals''

3- let the lot size method & value determined Automatically.

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Note : while generating strategies sure we miss  good strategies  that could be appeared in the top list if position size properly controlled