How would you trade off Sharpe vs CAGR for an 11-year backtest?

I've been comparing a few strategies with 11+ years of backtest data (transaction costs included). My initial thought was that the first strategy is the most attractive because a 2.37 Sharpe with \~10% max drawdown is exceptionally hard to achieve and may indicate a more robust edge. However, I also understand the argument that if an investor can psychologically and financially tolerate larger drawdowns, a higher CAGR may be preferable. Results: Strategy A: CAGR \~11.5%, Sharpe 2.37, Max DD \~10%, Sortino 3.35 Strategy B: CAGR \~12.3%, Sharpe 1.20, Max DD \~11%, Sortino 1.70 Strategy C: CAGR \~13.3%, Sharpe 0.70, Max DD \~24%, Sortino 0.99 Strategy D: CAGR \~15.4%, Sharpe 0.82, Max DD \~22% Sortino 1.16 Personally, I'd lean towards A, since Sharpe above 2 over an 11-year period seems unusually strong and potentially easier to lever up if the backtest is robust. Curious how others think about this: if these were genuine out-of-sample results, which would you allocate capital to and why? Would you prioritise Sharpe, CAGR, drawdown, or some combination of the three? Edit-1: Added Sortino of all along with them.