Best factor to verify the future performance of an EA?

Trading Systems Expert Advisors and Automated Trading
1

Hi,

Im using software to create EAs, and am wondering what peoples thoughts are on the best factor of a backtest to estimate the future performance of an EA? I have:

Return/Drawdown
Net Balance
Max Drawdown
Win/Loss
Profit per day
Sharpe Ratio
Profit Factor
Balance Line Stability
R-Squared Value

I wanna say its either the Sharpe Ratio or R-Squared, but would be curious as to other peoples thoughts?

2

Hi in my experience and research, these three should be taken into account Return/Drawdown ratio, Max Drawdown, Profit Factor. Regards Greg

3

The majority will look at Sharpe and Drawdown. If you’re looking at Sharpe and want to incorporate something different check out Sortino ratio (considers only downside risk). I cannot link the article but a quick google search will get you to the explanation.