I've just backtested a simple breakout/breakdown daytrading system(without indicators pure price action) for the E-Mini S&P from 2006 to 2011. Per contract the results were quite modest. It made about 300 points short and 40 points long. The short profits were massive compared to the long. At first I thought that the ES has been quite bearish over this period, but looking at the daily charts this is not really true, there have been several up-rallys. But nevertheless the short trades always outperformed the long.

What do you guys think? For breakout trading is it better to go short (trade breakdowns)? I have heard that the market is always more volatile on the short side, perhaps this could be why.