Meanness aside, I understand that weighting results by the inverse of trade duration is probably beneficial if such Sharp calculation is used as the training objective.
However, it can also produce negative numbers on a good, profit-positive system which "stops losses short and lets profits run".

What was your thinking when you preferred "per-bar" vs "per-trade" calculation?

Does Zorro use "per-bar" results also in its OptimalF calcs?
If yes, did this prove to produce better results than with "per-trade" results?

Why not also report "conventional" measures (for the unsuspecting users)?