The result of the walk-forward analysis is a walk-forward report. The walk-forward report provides vital information about the performance of the strategy over the given period including:
•A summary of the settings used during the test
•The results of each walk-forward iteration of both in the in-sample optimization and the out-of-sample test.
•A summary of the performance of the strategy.
An example walk-forward report is shown and described below.
The report has the following sections:
1) Settings - A summary of the settings used during the walk-forward analysis, including the advanced test profile settings.
2) Results - The results of the walk-forward analysis including:
- The optimized results that between the in-sample period, along with the MT4 Optimization report.
- The out-of-sample test results along with the MT4 Strategy Tester report. That is, how the strategy performed when it was presented with 2 days of unseen data.
- The Metatrader settings (*.set) file that represents the EA settings that were used during the test and produced the results you see in the report. You can load this preset file by going to the MT4 Strategy Tester and selecting Expert Properties->Inputs->Load and then selecting the location of this .set file.
3) Summary - A summary of the walk-forward statistics and analysis.
Each report section is explained in more detail below.
The following information is presented in this section:
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The results section details the results from each iteration of the walk-forward analysis. This includes the best result from the optimization (as defined by the the "sort by" preference, or your manual selection) and the out-of-sample test. By reading through the results of each iteration, you can get an understanding of how your strategy is performing when presented with the out-of-sample data.
The test results show the following details:
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The summary section shows the following details:
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