Hey AYC!
I disagree with you. Originally the Risk Return Ratio formula calculates Return divided by the Risk. It's fair to compare strategies to each other by their whole period of live. That is, taking their whole history. The indicator will be much trustworthy as long as the calculation period is longer.
Otherwise you could get biased conclusions. For instance: You can have an excelent Darwin with a long history that last year deteriorated for whatever market reason and a terrible young Darwin that started a year ago with a lucky strike. If you compare both by 'unit of time 1 year' you could get the conclusion that the bad young Darwin is much better than the excellent veteran Darwin, which would be a terrible mistake.
We could argue, to avoid that bias, that we could take the average of several annual periods (or unit times). Well, in that case we would be changing one indicator for another, not sure which one. Could be Sharpe ratio or Calmar ratio? And the battle is served. Which indicator is better?
Between two excellent Darwins. The older will have better indicators on the Darwinex platform: Better return/risk, better D-Score,.. That's perfectly fine. The veteran Darwin has proved to overcome more market regimes than a young one. I think time and number of trades are critical to evaluate a Darwin, among many other things. Of course.
Same as you, I have a young Darwin. But the only way to prove ourselves is by standing firms. That is resilience.
Personally, I like indicators that take whole history. Except for those who take absolute values as Return, or % Return. Well, in those cases a mediocre strategy can have a 50% return. That says nothing if it has taken 10 years to get it.