Examples:
In Figure 1 account has 700 000 USD at the end of one OOS segment and starts the next segment trading 1.24 EURUSD lots, when it should be trading >50 lots, as it was at the end of the last OOS segment.
In Figure 2 you can see lot size is reset at the beginning of each OOS segment, even if the strategy makes a lot of money or loses a lot of money in the previous OOS segment.
In real life, if the trader made 100 000 USD last year, he/she will NOT reset lot size to ground zero after each re-optimization. Similarly, if the strategy loses some money, it won't have capital to increase lot size to starting value after each re-optimization in the future. Therefore, this is a serious bug which, in my view, further invalidates Walk Forward Analysis or Matrix of strategies using "Risk fixed % of account" for money management.
Would you fix this?
Thanks