Hello Verdi55. I thought this sort of thread would be right up your alley! 🙂

Everything you have written is correct but at the moment I am just considering that not everyone wants to jump straight in and start trading a strategy that could just go straight into a massive drawdown. A smaller starting bank requires only strategies that have low risk of a large drawdown for someone to want to start trading them – and so I am just trying to find the best way of getting just those results.

As you say the ideal strategy has few trades with large gains and small losses but these can be the hardest strategies to have confidence in due to the lack of trades in the backtests. Add in the possibility of a large drawdown at any moment and confidence is even more difficult to find. Whereas a steadily profitable strategy with low drawdown and lots of trades but not massive gain/loss ratio is easier to backtest and easier to have confidence in the backtest results of I think?