Walk-forward validation — walk_forward_donchian

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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

-₹4,546.02-₹17,970.14₹33,996.66₹59,081.36-₹9,072.33-₹5,440.33 -₹20,000.00₹0.00₹20,000.00₹40,000.00₹60,000.00 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_67032.9%-₹4,546.02-1.41%-0.70
window_2_of_67040.0%-₹17,970.14-2.17%-1.14
window_3_of_67042.9%+₹33,996.66-1.43%1.21
window_4_of_65740.4%+₹59,081.36-1.30%3.16
window_5_of_67040.0%-₹9,072.33-1.92%-0.83
window_6_of_66731.3%-₹5,440.33-1.49%-0.36