Four Core Metrics: Annualized, Drawdown, Win Rate, Sharpe
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2026-08-12 ยท SmartQuant Academy
TL;DR: TL;DR: Judge strategies by four metrics: annualized return (compounding matters), max drawdown (survivability), win rate (with risk/reward), and Sharpe (risk-adjusted return). One metric alone lies.
โ FAQ
Which metric matters most?
Max drawdown. If you blow up, the others don't matter.