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.Attachments in this forum are visible only for registered users.
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.
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