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I agree with Stevo concerning the importance of entry. I would use a fixed bar length for the exit though to compare, instead of random exit to test the effectiveness of entries.

A few short-term future systems, pretty much rely on entry alone, including the stop (perhaps used more for account continued survival, which could also eventually in some circumstances cause the trader to give up in frustration if the stop is not dynamic or the risk perceived is no longer comfortable), with the exit being fixed at the close of the day.

I know of systems which are based purely on entry, and using a fixed exit, and if ignoring a tight stop  the system may even perform fantastic during the most volatile periods (although nicely accepted in hindsight), however if actually employing a tight initial stop during those type of periods, it would most likely have caused frustration in following such a system. An adaptive stop may not always suit the risk profile of the trader. The very tight stop can sometimes cause frustration.

The only benefit of the random entry theory I can see, is helping a trader perhaps focus more on the rest of the system, which predominately looks at trade management.

But dismissing the importance of entry (which could also be used to define where to place the initial stop for determining a low risk entry (leading into the important area of trade management) is not practical in my opinion.