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"SystemTests": which optimization criterions are appropriate?



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Playing around with some SystemTests I wonder, which optimization
criterions might be the "best":

Standard "profit  -  loss"  delivers very big "local"  increments in
the equity distribution (for a five years period), at least for my
data.

What about "profit / loss" ? Does this make sense?
What about an (eg exponential) increasing "rating" vs time to
concentrate on the "newest" data?
What other optimization criteria may be useful?
Any hints?

mfg rudolf stricker
| Disclaimer: The views of this user are strictly his own.