Most common ?! ... Should one really care what the most common are ... I'll chip in five from the list in no particular order ...
Number of Trades CAR MDD UI KRatio ( One based on the log of Equity i.e. Not the one in AB ) Additionally I'll add that while back test statistics tell something about how well one can curve fit a system to the data, this will at best get one to about 10% of where one needs to be to determine whether one has something tradable or not ... With nothing more I'd suggest one take half the CAR and double the MDD's and if it still feels tradable then MAYBE it is, but one still really doesn't have a clue.
