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.
Which is why it would also be great if the results window included a column for maximum draw down and lots of other helpful information to sort by.
In addition to your comments I would add that the number of trades is also important. Too few trade and the data sample you have to work with is too small to have much confidence in it. Evenly spaced positions throughout the test period is a good sign too – you don’t want one trade a year and then twelve in the last year for example.
Time in the market is also important as well as average and maximum trade length of time. Time in the market is time with risk on and just one trade with a very long time in the market can eat into profits with fees – plus could you actually sit there for six months watching a trade go up and down and sucking fees out of your account or rolling over and costing you spread each time when most of the other trades were in and out in a day?
