← backtests · 09-16 20:49Z · MOCK data
walk-forward cmd.momentum WTI
walk forward cmd.momentum WTI
Traded / total2 / 10
Trades · exp R2 · +0.700
Mean exp R+1.149
Modal share1.00embargo 72h
| # | Train | Validation | OOS | Chosen params | Train R | Val R | OOS trades | OOS R |
|---|---|---|---|---|---|---|---|---|
| 0 | 2024-05-01 → 2024-11-01 | 2024-11-04 → 2025-01-04 | 2025-01-07 → 2025-03-07 | none qualified | — | — | 0 | — |
| 1 | 2024-07-01 → 2025-01-01 | 2025-01-04 → 2025-03-04 | 2025-03-07 → 2025-05-07 | none qualified | — | — | 0 | — |
| 2 | 2024-09-01 → 2025-03-01 | 2025-03-04 → 2025-05-04 | 2025-05-07 → 2025-07-07 | none qualified | — | — | 0 | — |
| 3 | 2024-11-01 → 2025-05-01 | 2025-05-04 → 2025-07-04 | 2025-07-07 → 2025-09-07 | none qualified | — | — | 0 | — |
| 4 | 2025-01-01 → 2025-07-01 | 2025-07-04 → 2025-09-04 | 2025-09-07 → 2025-11-07 | none qualified | — | — | 0 | — |
| 5 | 2025-03-01 → 2025-09-01 | 2025-09-04 → 2025-11-04 | 2025-11-07 → 2026-01-07 | {"stop_atr":3,"mom_threshold":1.75} | +0.08 | +0.27 | 1 | +2.03 |
| 6 | 2025-05-01 → 2025-11-01 | 2025-11-04 → 2026-01-04 | 2026-01-07 → 2026-03-07 | {"stop_atr":3,"mom_threshold":1.75} | +0.23 | +2.03 | 1 | −0.62 |
| 7 | 2025-07-01 → 2026-01-01 | 2026-01-04 → 2026-03-04 | 2026-03-07 → 2026-05-07 | none qualified | — | — | 0 | — |
| 8 | 2025-09-01 → 2026-03-01 | 2026-03-04 → 2026-05-04 | 2026-05-07 → 2026-07-07 | none qualified | — | — | 0 | — |
| 9 | 2025-11-01 → 2026-05-01 | 2026-05-04 → 2026-07-04 | 2026-07-07 → 2026-09-07 | none qualified | — | — | 0 | — |