risk/reward ratio question

#1
so ive been working on a system that produces buy/sell signals
i have been working on the buy signal, trying to reduce whipsaw trades

anyways, my backtest consist of about 60 stocks, and 30 yrs worth of data
backtest only consists of long positions since i have not completed the short section
my system has been returning these figures consistently, for a 30 year period, to 1 yr, to the big crash in the US market the past few years

off the top of my head:
net profit: forgot, but very high
winning trades: around 72%
avg profit: around 2.5 times loss i think
bars held: roughly the same for both wins and loss
system drawdown: around 10%
sharpe ratio: 5
k ratio: .05 (i know its a bit on the low side)

question is my risk/reward is very very low
its under 1
i dont understand why

any idea why?
 
#2
ok, i figured some of it out

it all depends on the period
if i backtest for 1 year, i have a 15-1

currently, my 3 yr backtest puts out 2.3-1
sharpe at 5.61
72.9% winning trades
avg profit:2.17 and avg loss:.9
avg bars held:2.4
6.6% system drawdown

still have a plot of plans for the buy signals
far from done
 

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