Profit Factor
and lets not forget Drawdown along the way!
-BB-
Never really understood what all those other numbers mean.
I keep an eye on net profit, and the only thing I focus on is Drawdown. Ultimately, which ones are more important or not depends on your strategy.
For eg, I was testing an EA which included hedging as one of its strategies. Its drawdown was nothing to get excited about. Neither was its net profit.

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I am busy creating my first EA and had the following results:
Total net profit 169356.07 Gross profit 735527.38 Gross loss -566171.31
Profit factor 1.30 Expected payoff 1459.97
How is the "Expected Payoff" calculated?
Which is more important: The Profit Factor or the Expected Payoff?