Hello, So I have programmed and back test a few intra-day (5, 15, 30, and 60 minute charts) trading systems on my development platform. My problem is I do not know how to evaluate the performance of the trading system I am programming and back testing besides looking at the net profit. A few questions please: 1. Is profitably across multiple instruments prove a strategy robustness? See the attachment please. Strategy shows profits for EMD and ES but not so much for other instruments. 2. Why is Max Drawdown so important? I understand the meaning of it, but why important from a money simplicity understanding? Why would a client be interested in this so much and not annual profit? 3. Can you please recommend a book for evaluating intra-day trading systems? 4. When you evaluating a trading strategy performance what a few performance you look at for a quick review before moving forward to other validation methods? 5. How do you know when you have a system that have high odds of profitability in the future? Thank you kindly.