I understand that when evaluating a system, these are very important numbers in validating a stragedy. As I have multiple strategies, and I am looking to pick one to use, the one I like the best has a very high winning percentage (over 1000 trades, 75 percent winners). It is very short term (avg time in trade is less then 20 minutes) (this is the system I want - very short term. I am factoring in commsions and overtrading). This is on emini. Now, everything looks positive - profit factor, Net profit (kachingos!), avg trade nets 13.10. BUT, the avg winning trade is HALF of losing trade. This makes sense, since this system main parameter is to cut trade off with, lets say with some kind of "special" situation. This usually nets trade very low profit, compared to me riding to the downside. So, I see the logic on why my avg losers are more ( i take less losers, (25 percent of all trades) taking many small gains. Is this a system you would trade, if you were willing to trade a short term system and such? Also, max DD is only 5 percent at any point.