I have been testing a system and playing around with its trade frequency. I've gotten some interesting results and was hoping to get some opinions and advice from the forum.

When my system approximately doubles its trade frequency, I get almost identical results in terms of absolute profit, and the average trade profit decreases by about 25%. The interesting thing is that the maximum drawdown also decreases by about 20% for this higher frequency of trading (from 15% down to 12%).

I had the impression that, in general, the less time you can spend in the market for the same profit result the better. But in this case, it appears that greater time in market leads to better results. But maybe this is not always the case.

Any thoughts or ideas about this?