I think we can all agree that choosing the right parameters for a strategy is almost as important as the strategy itself. When determining the "best" parameters,what criterion do you choose for optimization? Do you use plain "Balance", although it may lead to huge drawdowns, or do you choose criterions like sharpe ratio,minimum drawdown, recovery factor or even your own custom criterion?
Thank you in advance for sharing your experiences.
... When determining the "best" parameters,..
Before we accomplished that, we have best enemy, that's psychology :))