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For me, there is not enough data. Give me 10 years of trades and then I can make a call. This entire year is a black swan year in my humble opinion, so the results are going to be skewed. The other problem I see here is the ROE is not realistic, as you can't trade gold on an account that size.
RTYvolumeRTY looks the best to me. I strongly consider profit factor, but I work from 'adjusted profit factor', which is a number TradeStation spits out as a worse-case scenario profit factor. However, I would also want to run these trades through Monte Carlo analysis, take a look at max drawdown and risk of ruin. Other points of concern is in-sample versus out-of-sample data.... trying to avoid curve fitting.
If I HAD to pick i'd probably go with "RTYvolumeGC_3+4" as it has the largest sample size and looks like it has the smallest std dev (though just did back of the envelope based on your avg win and avg loss).
Trading: Primarily Energy but also a little Equities, Fixed Income, Metals and Crypto.
Frequency: Many times daily
Duration: Never
Posts: 5,049 since Dec 2013
Thanks Given: 4,388
Thanks Received: 10,207
RTYvolumeGC_2 had a starting capital of $10,000 made $50,150 and had a largest loss of $18,700 but has a risk of ruin of 0? With 32 trades that trade is 3.1% of your trades so I would have expected the risk of ruin to be quiet high?