Step 10: Walk-Forward Adaptability

This independent diagnostic runs a classic train/test walk-forward procedure. For each train window, the full parameter grid is evaluated; the best parameter set for a chosen selection metric is then tested on the following unseen window.

InputRolling train/test windows, full parameter grid, and one or more selection metrics such as Efficiency, Balanced Score, or Profit Quality.

OutputTrain winners, forward test results, score decay, adaptability score, and per-metric walk-forward diagnostics.

Used laterUsed as an adaptability check only. It does not alter the main shortlist or Strategy Composite Score.

Configuration

Timerange	01.01.2022-01.01.2026
Train / Test / Shift	12m / 3m / 3m
Selection metrics	efficiency_score, balanced_score, profit_quality_score

Windows

Window Id	Train Timerange	Test Timerange	Train Start	Train End	Test Start	Test End

WFA based on Efficiency Score

Summary

Selection Metrici	WFA Windowsi	Train Score Meani	Test Score Meani	Test Score Worsti	Positive Test Ratioi	Score Decay Meani	Score Decay Worsti	Adaptability Scorei

Selected train winners

Candidate Id	Buy Ema Short	Buy Ema Long	Window Id	Train Timerange	Tradesi	Profit Totali	Profit absi	Win ratei	Final Balancei	Sharpei	Sortinoi	Profit Factori	Expectancyi	Profit Drawdowni	Max Drawdowni	Max Drawdown Relativei	Drawdown Duration Pcti	Underwater Meani	Time Below Entryi	Efficiency Scorei	Balanced Scorei	Profit Quality Scorei	Account Profit Totali	Account Max Drawdowni

Forward test results

Candidate Id	Buy Ema Short	Buy Ema Long	Train Decay Scorei	Test Decay Scorei	Tradesi	Profit Totali	Profit absi	Win ratei	Final Balancei	Sharpei	Sortinoi	Profit Factori	Expectancyi	Profit Drawdowni	Max Drawdowni	Max Drawdown Relativei	Drawdown Duration Pcti	Underwater Meani	Time Below Entryi	Efficiency Scorei	Balanced Scorei	Profit Quality Scorei	Window Id	Train Timerange	Test Timerange	Selected Param Id	Selection Metrici	Train Scorei	Test Scorei	Score Decay Metrici	Score Decayi	Account Profit Totali	Account Max Drawdowni

WFA based on Balanced Score

Summary

Selection Metrici	WFA Windowsi	Train Score Meani	Test Score Meani	Test Score Worsti	Positive Test Ratioi	Score Decay Meani	Score Decay Worsti	Adaptability Scorei

Selected train winners

Candidate Id	Buy Ema Short	Buy Ema Long	Window Id	Train Timerange	Tradesi	Profit Totali	Profit absi	Win ratei	Final Balancei	Sharpei	Sortinoi	Profit Factori	Expectancyi	Profit Drawdowni	Max Drawdowni	Max Drawdown Relativei	Drawdown Duration Pcti	Underwater Meani	Time Below Entryi	Efficiency Scorei	Balanced Scorei	Profit Quality Scorei	Account Profit Totali	Account Max Drawdowni

Forward test results

Candidate Id	Buy Ema Short	Buy Ema Long	Train Decay Scorei	Test Decay Scorei	Tradesi	Profit Totali	Profit absi	Win ratei	Final Balancei	Sharpei	Sortinoi	Profit Factori	Expectancyi	Profit Drawdowni	Max Drawdowni	Max Drawdown Relativei	Drawdown Duration Pcti	Underwater Meani	Time Below Entryi	Efficiency Scorei	Balanced Scorei	Profit Quality Scorei	Window Id	Train Timerange	Test Timerange	Selected Param Id	Selection Metrici	Train Scorei	Test Scorei	Score Decay Metrici	Score Decayi	Account Profit Totali	Account Max Drawdowni

WFA based on Profit Quality Score

Summary

Selection Metrici	WFA Windowsi	Train Score Meani	Test Score Meani	Test Score Worsti	Positive Test Ratioi	Score Decay Meani	Score Decay Worsti	Adaptability Scorei

Selected train winners

Candidate Id	Buy Ema Short	Buy Ema Long	Window Id	Train Timerange	Tradesi	Profit Totali	Profit absi	Win ratei	Final Balancei	Sharpei	Sortinoi	Profit Factori	Expectancyi	Profit Drawdowni	Max Drawdowni	Max Drawdown Relativei	Drawdown Duration Pcti	Underwater Meani	Time Below Entryi	Efficiency Scorei	Balanced Scorei	Profit Quality Scorei	Account Profit Totali	Account Max Drawdowni

Forward test results

Candidate Id	Buy Ema Short	Buy Ema Long	Train Decay Scorei	Test Decay Scorei	Tradesi	Profit Totali	Profit absi	Win ratei	Final Balancei	Sharpei	Sortinoi	Profit Factori	Expectancyi	Profit Drawdowni	Max Drawdowni	Max Drawdown Relativei	Drawdown Duration Pcti	Underwater Meani	Time Below Entryi	Efficiency Scorei	Balanced Scorei	Profit Quality Scorei	Window Id	Train Timerange	Test Timerange	Selected Param Id	Selection Metrici	Train Scorei	Test Scorei	Score Decay Metrici	Score Decayi	Account Profit Totali	Account Max Drawdowni