Hi Simon,
I get rid of strategies when I see that they are doing more prolonged stagnation compared to the one they had in the backtest.
Let’s have that strategy as an example:
You can see where was the most significant stagnation. So if I see that there is a bigger one, this gives me a sure sign that the strategy was over-optimized, and I can not rely on it.
Also, I am looking at those statistics, and if I see something worse, I will delete it:
Now, it is hard to recognize it in FXBLue of Myfxbook, so I use the validator, or I upload it back in EA Studio and recalculate it with the recent data. This way, I can compare the stats.