From what I understand, a solid strategy that also trades a ton will have a high return/risk ratio than a solid strategy that trades less (even if they have identical returns), because the larger the sample size, the smaller the variance of sample mean, and thus further from random strategies it should move away (meaning larger return/risk).
A good r/r is an indicator of non-lucky trader I think. If r/r is calculated via positions (I think this is most likely), and not trades, then even better indicator of non-lucky trader. It is like Performance (PF investable attrib) metric, but for the period you select, instead of last 12D periods.
I, personally use this to select darwins that I am going to hold. Say, if darwin has r/r ratio of 2 or higher, then we can reject the hypothesis that -this trader a random trader who got lucky- with 99% confidence.
Example: darwin SCN, despite having all around good scores and nice return - I am staying away, because I am uncertain (does not meet my 99% confidence criteria) that the results are not just due to luck.