It’s better when you present the sharpe ratio to leave the original data and not filtering it in favor of you systems so play with it too much.
All my top 3 systems have better sharpe ratio - more risk maybe 2-3-4 times then risk but the gains are 300% 800% and so on. Not 30%
That is why we have sharpe ratio - to see if the excess risk give nice return.
Better sharpe ratio - better systems.
Don’t get confuse
30% gains system with 10%
Can’t be better the 300% gains with 30% risk
It’s kind of mislead the public to filter too much and sort by sharpe ratio and to show the public only your results without better sharpe ratio systems.
You can check if your system is in the ‘real to top 20’
Here you can see it in fair filters and nor too much filtered data
