bentra
09.11.2020 02:30
Subject changed from Walk Forward Results - compare OOS only to original strategy of the same time segment. to Walk Forward Results - WF Score (%) - allow to compare isolated OOS segment to original strategy of the same time segment.
Description changed:
Please allow comparison of the OOS from walk forward matrix to the original strategy of the same time segment in the 3D charts of WF Score (%)
For instance in the screen shot. The first segment of OOS starts at 13.10.2019 and the last segment of OOS stops at 02.11.2020. Take the profit factor for entire OOS 13.10.2019 to 02.11.2020 and compare it to the profit factor of the original strategy between 13.10.2019 and 02.11.2020. It can be expressed as a percent increase.
Cheers