HI all, Lets say I have a diversified multi-markets system. When I backtested it on 15 years historical data with no stops, it has a Sharpe Ratio of 1.50. But when I backtested the same system with trailing-stops added in, it has a Sharpe Ratio of 1.51. And I then optimize the trailing-stop percentage number using a exhuastive search, the best Sharpe Ratio came out to be 1.52 ( I used the same trailing-stop for all securities, thus only adding one parameter to the system). Of course, if I allow different trailing-stop parameters for different securities/markets, I will obtain good Sharpe ratio but then I add a lot more parameters. I would like to consult with the more experienced people here: From 0 stop to 1 stop, the Sharpe Ratio went from 1.50 to 1.51, is it worthwhile to add that percentage parameter and optimize it? What do you think of allowing different percentage parameters for different securities/markets? Thank you!