This is probably one of the most important element of a good trading system : its ability to quickly recover from a drawdown.
Here is an example.
System A makes 30% per year on average and the longest drawdown (25%) lasted 3 weeks.
System B makes 60% a year but the longest drawdown (25%) lasted 18 months, during that same period of time.
You can be sure that traders (or subscribers) will almost always choose System A over System B, although the return on investment of System B is twice as big and the drawdown is exactly the same in both cases.
Good post AlexanderG 
