Pick params and click Run.
Walk-forward total
โ
annualized: โ
WF Sharpe
โ
Sortino: โ
WF Max drawdown
โ
peak-to-trough OOS
Win rate
โ
โ days in market
Folds
โ
โ OOS trading days
Annual vol
โ
annualized stdev
โ๏ธ Honest vs Dishonest vs Dumb-Money
Three different ways to evaluate the same strategy on the same data โ each tells a wildly different story.
Run a backtest to populate.
๐ Stitched Out-of-Sample Equity Curve
Strategy's stitched OOS equity (pure walk-forward, no curve-fit) vs SPY buy-and-hold over the same OOS window. Both normalized to start at $1.
๐ช Per-Fold Walk-Forward Performance
Each fold = one 12-month train + 3-month blind test. The strategy's parameters are "fit" on the train window (deterministic in this build), then evaluated on the blind test window. Stitched OOS = concatenation of all test windows.
| Fold | Train range | Test range | Test bars | Trades | OOS Return | OOS Sharpe | OOS Max DD |
|---|---|---|---|---|---|---|---|
| Run a backtest to populate. | |||||||