There are 2 closely related strategies (but not the same), that produce similar (and good/tradeable) results over 20 years of backtesting on a variety of different stock baskets. In some periods and/or baskets, one is "ahead" (in terms of not only net profit, but also all the typical metrics like Sharpe ratio, Profit factor, drawdown, etc. etc.) while the other is ahead at other combinations of periods/baskets (using the same metrics). The difference in terms of net profit between the two varies and can be as high as +-30%, but neither one comes out higher consistently. How would you resolve the dilemma of picking 1 strategy out of the 2 to live-trade with? Specifically - Which single solitary metric can one rely on to be the "tie-breaker" in such a case?