Long, Short Walk forward

We now can do a walk forward for long only trades, or a walk forward for short only trades.

This should not be confused with a walk forward that is both long and short, but just displays the metrics for long and short separately.

In the example shown, the out of sample profit is $107337 when optimized long and short (symmetrical system)

When the same system is optimized long only, and short only, the total comes to $128563

Below, long and short.

Below, Long only

Below, short only