I've recently gotten into automated trading first by using stockfetcher and then translating my stockfetcher queries into AMI Broker. Since AMI Broker has an optimization feature, I've been using that to optimize some of my queries. Im running into some questions about what is the "ideal" optimization to trade. I've been trading the ones that have the highest Sharpe/Profit Factor ratio, but I've notice that the higher the sharpe, many times the lower the ROI. The highest ROI results tend to be the parameters that yield lower % profit per trade and lower sharpe ratios. There's a bunch of other measures that I haven't ever touched like RRR, CAR, etc What measure does everyone here use to determine which parameters are best to trade?