In 2017 this strategy has closed 48 entries, 46 profitable. It closed 2017 with an open entry.
The annual return has been 16.9%. The performance is always based on a $100K position without compounding and without leverage.
Talking about this strategy and the 2 losing trades. August 22, 2017 was the day the VXX ETN did an inverse split, that day the strategy closed all its open entries to start open new ones the following day with the new VXX price. At that moment there were 2 entries open, and when they were closed both of them were not profitable. As a picture is worth a thousand words, below you can see it.