Walk-forward validation — walk_forward_orb

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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

-₹4,823.01₹8,668.03-₹30,402.23₹23,090.09-₹15,876.34-₹49,160.18 -₹60,000.00-₹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_63633.3%-₹4,823.01-0.99%-1.06
window_2_of_63732.4%+₹8,668.03-1.73%0.64
window_3_of_63743.2%-₹30,402.23-2.52%-2.00
window_4_of_63542.9%+₹23,090.09-1.50%1.10
window_5_of_63844.7%-₹15,876.34-2.28%-1.75
window_6_of_63435.3%-₹49,160.18-3.06%-3.38