Mithrandir has covered the nuts and bolts of how to optimize on different parameters, but I thought I'd share some thoughts as well:

I don't think I'd optimize on low drawdown specifically, since the value of the worst drawdown is essentially random.

Consider two systems that each take 40 trades and produce the exact same profit and loss figures overall, but the first system does so while incurring 20 consecutive losers followed by 20 consecutive winners. The second system has no more than 3 losers in a row.

Same overall finishing equity, different max drawdown. And since the outcome of any particular trade within a trading system of a certain expectancy is random, even an otherwise brilliant system could end up with a string of losses that result in a large max drawdown purely by chance alone.

If you wanted to optimize on max drawdown, I would recommend optimizing on percentage of winning trades, which would be a proxy with some relationship to the system's maximum drawdown without optimizing on random events.