@lanas I don’t have a direct answer for you other than larger is better. This may have been discussed in the old forum.
But if you do some research into the K-Ratio you will be able to better compare systems and increase your knowledge about this useful measure of system performance.
Lars Kestner first introduced this measure in an article in TASC in ~ 1996. He wanted to know how smooth the equity curve of a system was, and here is where he claimed "I have developed a new method of evaluating performance that is more robust than current popular techniques. This method, which maintains the idea of measuring reward as compared with risk, utilizes more advanced statistical techniques to quantify performance. Rather than simply looking at returns independently, consistency of results through time will be the focal point of this new performance method. "
But the problem is the K-Ratio has had its formula changed twice since then. 2003 and 2013. I think AmiBroker is using the 2003 version (not the best IMHO, but then again I don’t look at K-Ratio often)
Zephyr Associates, Inc. put there spin on it in 2003
And Lars Kestner decided to “improve” it in 2013.
A summary of the three version found on-line,
Hope that is of some help to you.