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I get pretty different results, I ran it from 1/1/97 till today, I used the following to match up with TT's average of around 50 bars hold. I ran both the random and TTs 50 times.

Random code below and results attached.

TimeFrameSet(inDaily);

Loop = Optimize("Loop", 1, 1, 50, 1);

SetOption("MaxOpenPositions", 10 );

SetOption("InitialEquity", 100000 );

SetTradeDelays( 1, 1, 1, 1 ); /* delay entry/exit by one bar */

PositionSize = -10; // always invest only 10% of the current Equity

Buy=Random()*100 > 95; // 5% chance of entry

Sell=Random()*100 > 98; // 2% chance of exit