Coffee DayTrader is an "old" strategy that we have not traded in a while. It went through a draw down but it is now recovering. When you take a look at the difference between the long and short side, you see the short side is only worth trading and that the equity curve for the short side is near equity peaks. Without changing any of the parameters for this strategy and only trading it as a short only strategy, it has nice historical results and a nice average trade profit. We look at the results over different time frames and we look at the results using limit order entries, requiring the price to trade through the limit to report an entry fill (since Coffee can be thinly traded) and include slippage and commission. Since 2011, the average trade profit is still almost $200 which is a nice number for a day trade strategy when requiring the price to trade through the limit and including some slippage and commission (for stop orders or end of day exits).