Hi all, I have a system that's losing a lot of money recently. I considered adding a rule to the system, which is much like "circuit-break" or dynamic risk reduction when things go crazy. The change adds 2 parameters to the system. It improves Sharpe ratio marginally, but it improves the overall average return/max drawdown ratio by 40%. It improves the ratio by risk reduction when things go crazy. In backtest, breakdown into each year, for most years, it improved the annual return/annual max drawdown a bit and for the rest years, it actually degrades the ratio. But overall, it cuts the overall max drawdown at a little bit expense of the overall average return, thus achieving a 40% improvement in the overall average return/max drawdown ratio. Shall I add these two parameters and put the circuit break mechanism on?