The one item that really seems to be missing from your 1-Click searches is drawdowns. If I’m trying to evaluate a system, I’d be interested in W:L, Sharpe, drawdowns, percentage returns.
Another nice-to-have would be to somehow normalize the returns in the searches as well. Currently, by using absolute returns, systems that have been around longer have greater cumulative returns over time whereas newer systems appear to have less when in fact, newer systems could be outperforming on a relative basis.
Thanks,
L.A.
