I thought about the same while I went through the optimization section of the tutorial.
Now that I am starting playing with some strategies, I notice as well that the optimization is towards profit% so it is possible that after the optimization the strategy gets the highest profit but only 5 trades in 4 years. I would rather prefer to reduce the performance of the strategy and optimaze it towards the Shape Ratio which is a really important factor. I think it is a good start point to develop a strategy if the parameters which provide the best SR are known.
(Or, am I wrong and the highest SR is related to the highest profit?)

Last edited by Nanitek; 04/18/15 13:44.