There is one article: The Easy Way to Evaluate a Signal: Trading Activity, Drawdown/Load and MFE/MAE Distribution Charts
Besides, we can use Filters to select the signals https://www.mql5.com/en/signals -

- www.mql5.com
I am posting this suggestion all the time on the forum. It is related to the Signals, the Market, and to the Freelance as well -
Forum on trading, automated trading systems and testing trading strategies
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Sergey Golubev, 2020.01.16 06:35
There is one rule which some people follow:
subscribe to the signal or create an order in Freelance or purchase the product from the user/seller/coder/provider you know in person or you know by activity on the forum.
Because if you subscribe to the signal so I may ask:
"Do you know the signal provider in person, or you are familiar with him on this forum?"
If you say: "Not" so it will be very strange case for me ...
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There are a lot of professional and honest users (coders, signal providers, sellers) on the forum, and some of them are very active on this forum helping to the other people and replying on the forum posts/requests.
Always choose the person you know in this forum (who is very active here), and you will have much less problems with anything.
Just my opinion sorry (because I am not a coder, and I am using Freelance, Signals and Market as well).

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Hi anyone,
I am interested in signals these days to diversify my risks.
I am wondering whether it is possible for MQL5 to give us a way to download all the signals stats for us to make self comparison rather than relying on the given default search metrics.
Thanks