Walk Forward Optimization Report: Difference between revisions
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Walk Forward Optimization Report (view source)
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The summary for each column is represented in the lower part of the report and displays the '''Maximum''', '''Minimum''' and '''Average''' values for each column. To hide or display this section click on the corresponding '''Show / Hide summary''' icon on the toolbar. | The summary for each column is represented in the lower part of the report and displays the '''Maximum''', '''Minimum''' and '''Average''' values for each column. To hide or display this section click on the corresponding '''Show / Hide summary''' icon on the toolbar. | ||
To apply the recommended parameters combination, click on the '''Apply''' button in the bottom of the Walk Forward Report window. | |||
The '''Annualized P/L''' and '''PostOptimization Risk''' values are also displayed in the bottom of the WFO report. | |||
In the '''Walk Forward Report settings''' window one can change the robustness settings. | In the '''Walk Forward Report settings''' window one can change the robustness settings. |