Folder: “Walk-Forward Summary (OOS)

The Optimization Summary (OOS) shows reports about all Out-Of-Sample (OOS) runs:

- Run: The total number of runs is determined by the field “Runs” in the EWFO control input.

- Inputs: The best values for the parameters being optimized was determined during the insample run (see Optimization Summary(IS). These best parameter settings are used for the OOS run.

- Period: This is the OOS period of the run. The Start of the OOS-period coincides with the corresponding run of the end of the IS period.

- Days: number of Calendar-days of the OOS run

- Bars: number of bars of the OOS run

- Net Profit: Net Profit of the OOS run

- Drawdown: biggest Drawdown during the OOS run

- # of Trades: Number of Trades during the OOS run.

- % Profitable: Percent of trades which were profitable during the OOS run

- Avg Trade: The average trade in of the OOS run (this includes the reporting commission).

- StdDev: Standard Deviation of all trades during the OOS run.

- PFact: Profit Factor during the OOS run

- Pearson: Pearson correlation to perfect straight equity line of 45 degree for this OOS run.

- Sharpe: Sharp ratio for this OOS run.

- # Wins: number of winning trades for this OOS run.

- # Losses: number of losing trades for this OOS run.