There is a problem with the walk forward testing in that the "Reserved Bars" period dedicated to warm-up the indicators is applied from the OOS bars and not from the last bars of the IS part of the WF step.
With the current behaviour, the WF results are not correct or relevant, especially when using higher timeframes.
The desired behaviour: The Reserved Bars period should be part of the IS period, so in the OOS period trading starts immediately.
The walk-forward type was configured as "Exact IS/Exact OOS" -- Could not find exact docs on what these mean, but they seemed to be the most accurate.
I attach a picture with a walk forward ran on the D1 timeframe, where one can clearly see that there is no trading at the beginning of each walk forward step.