System for US shares

Started playing a new system. While trial size, since it is impossible to test it to the end, since some nuances cannot be programmed. One can only check, does this approach have a statistical advantage over a long time interval, on a large number of shares, checking on a wide variety of layouts, and I have plenty of them, since every month there is 3 new sheet — some shares are dropped from them, others arrive. And on stocks from indices, e.g. Russell1000, 2000, 3000, SiPi 500, 400, 600 and so on.
All in all, the system confidently replays the indices on all sheets. System for American stocks, only long, short-term, we can say swing with an average time in position 4-5 days. Commission costs were applied in tests 0.015 per share (one way). Simultaneously allowed 10 open positions.
Currently being tested in WL4 on all retired stocks before 2007 years with a liquidity filter, certainly. It's already been spinning for four hours, but it only came to tickers, starting with the letter M. Suspect, what when it comes to the last letter, the program will hang, as is very often the case in such cases.
And here is a test on one of the sheets from almost 2500 Shares. The rest of the sheets get similar results.: