Comparing results with different backtest lengths

Something I’m trying to learn and understand at the moment is comparing system results when the backtest length is different for some markets.

Say for the calmar ratio as an example, if I have a system in market A that has a backtest length of 7 years and in market B I test the same system but the backtest length is 20 years, would it be ok to still compare the two calmar ratios even though they have quite different lengths of backtest data?

Thanks

 

Simplified, the value for the longer term has more weight and newer data has more weight over older.

 

You wanna include both bull and bear markets. For instance, backtest A will only reflect the bull market from 2017-24, whereas B will definitely include 2007-08 crash.

 

Thanks both, makes sense. Yes when backtesting i try and use as much data as possible.