When ur backtesting u want a smooth EQ curve and pretty much the same avtg win pr year every year if possible. If your backtest have 1-2 REALLY GOOD YEARS and 5 very much less profitable years, then uve probably curved it for those 2 years.
if u tho have 10 years all look around the same avg gain pr year then thats alot better. u can also view the smoothness of the EQ curve. u dont with high spikes here and there where backtest is perfect, and then crap other places..
avg gain pr trade is very important cus its gonna tell u something about how much u can afford to loose on each trade. if u make 15$ pr trade then u shouldnt worry too much about spread and slippage. if u make 2$ avg gain pr trade, then u rprobably gonna loose those 2 to spread and slippage (unless uve calculated backtest with correct avg spread + add something for the slippage..
Max DD is all about getting it under a limit that ur comfortable with. I wouldnt run something that have 3000€ drawdown trading a 1€ contract. but thats me.. dosnt mean the system cant be profitable, just means my limit is a long time b4 reaching 3K drawdown..
Max loss cons. is gonna tell u how much pain u gotta take. If u see 22 max loss in a row, then u have to sit through 22 painstaking losses, each loss making it harder and harder to keep running the system… (u probably need a better filter lol)
Winrate is of course important ass well, but u gotta be realistic about ur winrate in my opinion.. If ur trying to catch every trend going up, then ur gonna probably look at 35% -> 50% winrate. If ur trying to mean revert everytime price is extreme volatile then u should hopefully be look at 60-80% winrate.. then ofc u can add trailing stops etc to make some strategies better.
When it comes down to “what should i focus on”? Everything hehe! If all of the above is looking good u should see steady profits each year..
Edit: i can add that when u backtest u rly wanna scroll through the top 50 or smthn.. cus even tho #1 might have the most profits, if u move down to say #12 u might miss out on 200€ in a totalt of 10 years or whatever, but ur EQ curve can look so much better and even.
