No offense taken at all. . I think its very good to be a bit blunt when it comes to automated trading, as theres nothing more dangerous than wide-eyed idealism. . . I think I mistakenly took the bluntness to be egotism, and I apologize.
Yes, I've found the comparing and contrasting of the 'regular' non-weighted results, to the extreme-time-weighted results, can be extremely helpful and telling. . . that is to say confirming a strategy has not only performed solidly over its entire historical record, but that its held up robustly up to the present day . .
If I were solely looking at the time-weighted result in isolation, I think your year by year (or month by month, at most) suggestion would be the best bet.