i personally always thought that tradestation output is weak. so many dollar figures, so weak risk return coverage. i tried to get used to profit factor as an ingredient, but did not grasp that this concept is the most flawed. i think as a system trader you are finally interested in your sharpe ratio or your sortino, everything else is less important. now i always had the impression that profit factor and sharpe ratio will have some common ground. did not really give much thought to it, though. now i think profit factor got "It" completely wrong. a system with a profit factor above 2.5 can have a substantially lower sharpe ratio than a system with pf of 1.2. now that might have always been obvious to you, but it was not to me. reason for this is, that a system which makes two trades everyday, one where it makes 120 dollars and one which looses 100 dollars, will have a profit factor of 1.2, but an infinite sharpe ratio, since every day it prints 20 bucks. thnx profit factor, so long to you.