It's simple in my books:

Are you making money or not - ie. does it show a profit or a loss? If 
a loss, the rest of the variables don't matter. You're wasting your 
time.

You must be careful backtesting. Make sure the period backtested over 
is long enough to cover bull and bear markets. Some systems make 
great profits in bull markets, but over ranging markets and bear 
markets you lose it all again.

If a profit on one stock but a loss on another it could be:

- Your system (I assume you are using one) doesn't work on one stock 
- so leave that stock alone. All stocks have "characters"

- You need to optimise your system (eg: DMI(4) cross on Stock A, but 
DMI(8) cross on stock B)

I don't look at risk:reward, etc. I look at PROFIT. If you're making 
money who cares.

However....don't confuse this with risk management. That is another 
subject and EXTREMELY important to stay in the game.

Hope this helps,
Alex

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