Thankyou Mark for the improvements made in 117 release in WFA evaluation.
But there are other necessary improvements to be able to perform correctly the WFA evaluation process.
All these problems are explained in the two images attached.
These articles are full of very interesting tips about WFM, i think they can be very useful:
http://help.tradestation.com/09_01/tswfo/topics/about_wfo.htm
http://help.tradestation.com/09_01/tswfo/topics/cluster_analysis_evaluating_re-optimization.htmhttp://help.tradestation.com/09_01/tswfo/topics/frequently_asked_questions.htm#How_many_walk-forward_runs_should_be_done_to_validate_a_walk-forward_analysis_
ask me If you need more information
thankyou very much
Michele
Attachment 1.png added
Attachment 2.png added
Attachment Strategy 114108.sqx added
Attachment WF Matrix - Strategy 114108.sqx added
Status changed from In progress to Fixed
But not everything that you reported is a bug - WF Average trade, WF Avg. profit per day, WF Max drawdown are computed correctly. They are not computed only from IS/OOS number of days or net profit, it is little bit more complicated. For drawdown, also initial capital is onvolved, for average trades they are computed using real trading days (not all days).
I also created new task to add manageable columns to WF results table.