Can Crude be tamed?

3:30pm CST - Made 2 system trades today on GCL and scalped the rest in GLC, 6E, and ZS. By "system" trades I mean mechanically following my new strat and doing what it tells me to do, more on that below. And by "scalp" I mean discretionary trading for small gains. I lost $200 on the system trades today (the 2 GCL trades between 10:30 and 11:00am on chart) but that is to be expected many days.

Net breakdown: GCL $95, ZS $166, 6E $66

RESULTS FOR DAY
Contracts:	28
Net $P/L:	327
Wins:	20
Losses:	8
Win%:	71
Avg$Win:	37
Avg$Loss:	-51

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Crude is certainly wild and I wonder if it can be tamed enough to extract some profits in a very mechanical fashion. Of course the hedge funds and others that have access to top programmers do exactly that but with autobots that will always "click the mouse" faster than me any day and with no emotion.

But having looked at the swings in crude, I had an idea for a system and I just completed backtesting every trade that would have occurred in the past year. Without getting deep into the entry details, it basically looks for an overbought or oversold condition and enters on a pullback. The exit details are simple but I would love some feedback from anyone who has studied various exit scenarios to see what might work better. No stops or targets are used after entry (yes I know a black swan could be trouble so an emergency stop could be set). Instead, the exit is a market order. Assuming a long position, the exit would be when the first of 2 conditions occur, 1) the closing print of a subsequent bar is above the high of the entry bar, or 2) the closing print of a bar is below the entry price.

Win% is only 33% and the average trade makes ~5 ticks, or $50 profit. I was more optimistic before I saw the couple near $5000 drawdowns that occurred earlier in the past year and know results can be improved but I don't want to over optimize and have never had much luck with fixed stops/targets or with trailing stops on such systems.

Hypothetical results are below. Commissions are included but no slippage. Slippage of 0-1 tick per trade would reduce results by up to 20%.