Not only look at the rate of return, but also look at who can survive the storm! This article penetrates the myth of huge profits like an X-ray, and deeply dismantles the multi-dimensional quantitative indicators used by professional institutions to screen traders. It comprehensively analyzes how to break the winning rate trap to balance the risk-reward ratio, use the maximum drawdown to measure the bottom line of survival, use the Sharpe ratio to identify real technology, and verify investment discipline with historical stability across bulls and bears, helping investors to accurately identify outstanding leaders who have crossed the cycle.