Walk-Forward Window Matrix
| Step # | In-Sample Period | Best Params (IS) | IS Profit | Out-of-Sample Period | OOS Profit | WFE Ratio |
|---|---|---|---|---|---|---|
| 1 | 2025-01-01 - 2025-06-01 | BBPeriod=22, Risk=1.0 | $3,200 | 2025-06-02 - 2025-07-15 | $1,150 | 88.4% |
| 2 | 2025-02-15 - 2025-07-15 | BBPeriod=26, Risk=1.0 | $2,950 | 2025-07-16 - 2025-08-30 | $820 | 81.2% |