totally agreed. use sharpe and you got what you want. use sortino if you want to be more aggressive. you can compare systems directly, no matter what their frequency is. as for the tradestation graphics someone postes bevore. again a source of trouble. it does not show times of much are little activity. it is again not what you will finally "feel" ... the charts are misleading as is most TS output. nevertheless experienced people overcome this by learning how to read the TS output by combining different bits and pieces.