[Build 109] SQX 108 - Walk Forward Matrix, all in sample net profit zero

Hi,

Tried a strategy on WFM on a strategy.

However if you look at the results in the attached image, you can see the OOS all have net profit, but the IS net profit is always zero.

This doesn't seem correct.

Thanks,

Mike

Attachments

SQX 108 walk forward matrix insample profit all zero.png

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Votes 0
Project StrategyQuant X
Type Bug
Status Fixed
Priority Normal

History

mikeyc

22.08.2018 12:41

Task created

Mark Fric

06.09.2018 13:39

Status changed from New to Fixed

Votes: 0