Walkforward Matrix Equity curve

Hi All,

Once you have made a Walkforward Matrix on your strategy, you have different results depending on which period you choose. It’s nice to compare the Equity of your original strategy with WFM’s Equity.

But which is the WFM’s Equity that SQ is showing to you? Is it the optimal, recommended by SQ? The Equity and the rest of results; Profit, DD, etc

I’ve calculated by hand and don’t mach the numbers.

Enric

Hello,

the blue WF equity is a resulting equity for your optimized strategy based on optimization criteria (Net Profit, NP/DD, Sharpe etc…)

Excuse me Tomas. When you say ‘the optimization criteria’ are you referring to the ‘Strategy Selection criteria’ on the Setting\Parameters from the ‘Optimizer’ area?

Yes, the WF equity is the optimized strategy based on ranking criteria you select. If you select Net Profit SQ gives you best parameters settings (from the ranges you define) to achieve the highest net profit but if you set to minimize the stagnation for example then a new parameters set is provided to achieve the shortest stagnation period possible with the strategy