Parameter stability.

This will try a group of common fitness's and work out the most stable parameter settings.

The final shown WF curves, are not the best, but the last that were tried.

Why parameter stability is important.

If parameters fairly quickly show high stability in their values, it implies they are more robust and consistent. The trading system is more likely to work out of sample. Inversely if parameters are erratic, it shows greater chance of system failure.

While doing a anchored walk-forward, the most important score is anchored stability. Rolling stability is still good if its high.

Anchored stability is the stability relative to the last set of parameters.

Rolling stability is the stability relative to the previous set of parameters.

If you are doing a rolling walk-forward, then just look at rolling parameter stability

See the example below. The stability score is degraded, according to how many parameters are NOT stable. Stable parameters will cause no degradation in the score.

The fitness types used are below.

Note the information on the main gui screen of EWFO is the last used, not the best.