Using tradestation's standard set of optimization parameters as building blocks, what is the best measure of linearity in an equity curve that somehow factors in the number of trades to determine a sort of efficiency measure? Basically, I want to find the most linear curve with the fewest trades within a multi-dimensional matrix of strategy inputs and optimization outputs. Would this be ROA / # of trades, like a sort of ROA per trade? Or (Net Profit / max drawdown) / # of trades? I tried working with net profit / # of trades, but realized this is simply a net profit per trade, which is biased toward fewer numbers of trades without really addressing the linearity issue.