It seems to me that many of the tests I run using this tool results in less than desired trade efficiencies. IE: Too many peaks to the left of the 0 point.

This seems to occur even when picking the "best" system based on net profit or % gain.

The "HELP" for this says that our peaks should be to the right, if it is a well tuned system test.

My Question: How do we "tune" the system to achieve this desired state? In other words, are we supposed to modify the system to achieve this or purchase additional aids, (software), systems or a combination of both?

Second Question: Is this question addressed in any of the videos or online training or the literature? Maybe I'm missing something in one of these areas.

Thx for your reply Henry.

I think at the time I posted the questions I had run all systems against a single security. In looking for the "best fit" based on highest % profit plus fewest trades, for example, I noticed that the "positions" display from the EST did not conform to the tuned system attribute of having its peaks to the right of zero. However, this is not always the case for a given security.
But when it is, my question is: Do we look for ways to enhance the system so as to give peaks to the right of zero? In other words, do metastock traders modify some of the systems in order to give the desired results for a particular security?