This is a follow-on from this post.
My sample size is now 251. I did some more tinkering and discovered that a time-based filter seemed more useful than a range-based filter. This is the equity curve for all trades taken between 00:00 and 14:00 GMT, which roughly cover the Asian, European and Europe/US overlap sessions. It seems to do poorly during the US session, which shouldn't be too surprising.
Reward-to-risk = 1.75:1. Risking 1% per trade.
Now this is starting to look interesting. Max drawdown is currently 11.9%.