Walk-forward validation — walk_forward_diamond

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Period: 2023-05-26 .. 2026-05-26 (55,507 bars), trailing 1 - train_ratio of each of 6 windows tested

Net P&L per window

-₹5,589.25-₹29,116.93₹23,692.63₹856.71₹6,297.26-₹10,908.36 -₹40,000.00-₹20,000.00₹0.00₹20,000.00₹40,000.00 window_1_of_6window_2_of_6window_3_of_6window_4_of_6window_5_of_6window_6_of_6

Per-window metrics

WindowTradesWin rateNet P&LMax DDSharpe
window_1_of_62133.3%-₹5,589.25-0.65%-1.21
window_2_of_62035.0%-₹29,116.93-1.90%-3.23
window_3_of_62050.0%+₹23,692.63-1.44%0.92
window_4_of_62030.0%+₹856.71-1.95%-0.19
window_5_of_62250.0%+₹6,297.26-0.70%0.89
window_6_of_62240.9%-₹10,908.36-1.18%-1.29