Suppose you have developed a number of trading systems, all with positive performance (profit factor > 1). They have all tested profitable in OOS. You can use only one of them. Which is the best metric to use for the final selection? Here are some choices/combinations out of the many possible: 1. Profit factor in IS 2. Profit factor in OOS 3. Profit factor in IN+OOS 4. Total profit 5. Sharpe ratio 6. Kelly ratio 7. Mumber of trades 8. Win rate 9. Profit to drawdown ratio etc.