Would it make sense to make this bot only trade long, given that it only yieleded positive results from going long and not short? Or is it a case of overfitting? (more context on the bot in the body)

My methodology to develop bots is quite simple: 1. Create a general approach/strategy to the market 2. Overfit/optimize on any random 6-12 months period on any pair on the 1H timeframe 3. Backtest those optimized settings against 4 years of L2 tick data on all available instruments and timeframes 4. Backtest the ones that sruvived the 4 years backtest against 12 years of their respective data maintaining the same settings The above result is the result of a 12 years backtest on one of these strategies. I come across performing bots like this once in a blue moon. What I would do in this case is reduce the risk to 0.1% per trade (what you see is 0.5%), to reduce that drawdown even further, and make it go live, which is probably what I will do anyway, but would it make sense to rewrite it to have the option to only trade long or only trade just in case like this example only longs are profitable and shorts are not?