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  • #114040|
    447 Posts

    This is probably an easy question to answer (please refer to the picture in the attachment):


    Why doesn’t the net balance of the sum of Net Profit OOS (displayed on the walk forward results & parameters table) equal the net profit on the robustness score components table of the walk forward analysis.

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    447 Posts


    Mark Fric
    1157 Posts

    Net profit displayed on robustness of the run is computed in little bit different way, it is: Net Profit IS of the first period + sum of Net Profit OOS for all periods


    Check the equity chart and you’ll understand it, the total net profit must contain also the first IS period.

    StrategyQuant architect

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