Screen overview The EWFO screen has the following areas: - Red: EWFO control input - Blue: EWFO reporting area - Green: Button to execute a Walk-F...

EWFO control and how to run a walk-forward test The following fields control the walk-forward tests: Data Folder: The name of the optimization ...

EWFO reporting area The available reports about the walk-forward test is divided into different folders. The available folders depend if the field “Adva...

Folder: “Optimization Summary (IS) The Optimization Summary (IS) shows reports about all In-Sample (IS) runs: - Run: The total number of runs i...

Folder: “Walk-Forward Summary (OOS) The Optimization Summary (OOS) shows reports about all Out-Of-Sample (OOS) runs: - Run: The total number of ru...

Folder: “Graphs” The Graphs folder shows the following sections: - Equity curves. - Performance matrix - Statistics

Folder: “Graphs” – Equity curves The equity curves show this:          - Final (IS) curve in blue: see “Optimization Summary (IS)” run=Final. This...

Folder: “Graphs” – Performance Matrix The performance matrix looks like this: The performance matrix shows the following information about the ...

Folder: “Graphs” – Statistics The Statistics look like this: These are the statistics for the In Sample (IS) and Out of Sample (OOS) trades wit...

Methodologies or how to use EWFO The most ideal fitness generally the one that has good performance metrics and that gives the most stability between th...