WFO Test Results (DC Rocks US ES5)

Test Criteria Result Comment
1 Overall Profitability Pass Total Profit > 0. System is likely
to perform profitable on unseen data
2 Walk-Forward Efficiency Pass ** Walk-Forward Efficiency >= 100%. System is likely to perform in
future at a rate similar to those achieved during optimization
3 Consistency of Profits Pass ** 80%+ of walk-forward runs were profitable.
System is most likely to be successful in future.
4 Distribution of Profits Pass No individual time period contributed more than 50%
of Total Net Profit.
5 Maximum Drawdown Pass No individual run had a drawdown of more than 40%
of initial capital.
OVERALL RESULT PASS ** Walk-Forward Efficiency >= 0%. System is likely to perform in future
WFO Robustness Index Avg 202.26
WFO Suitability Very High