Hi, I am testing different position sizing methods and come up with a general question in this category: how should we compare different position sizing methods? As we know, if you decrease the delta in a fixed ratio algorithem, or increase the risk percentage in a fixed fractional algorithem ,or increase the risks in other models, you can easily boost up the system performance.( given the trading strategy do have a positive expectancy), so system performance is virtually a function of the risk you would like to stomach here. Then in order to compare different sizing models, is it appropriate to make the risk imput same? If so, does it make sense to only compare the system performance of different models with same (or similar, to make the calculation convenient) maximum drawdowns?