Disliked
Another thing that I want to mention is "there are three factors which you should have highly noted when you're developing or testing a method", which are :
1) Sharpe Ratio (Reward/Risk)
2) Win rate
3) Losing strike (worst case of SLs that been hit in a row)Ignored
This is your another great post which I benefit a lot from.I now come to realise the importance of your 3rd point(Losing streak).
Regards
Ldytzhi