Four Core Metrics: Annualized, Drawdown, Win Rate, Sharpe

๐Ÿ“… 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.