My strategy at this point has 5 out of 7 entries working. I'm doing optimizations and then walk forward runs on individual and larger portions of the strategy (like 4 of the entries)
typically on optimization for 12 months (5 min chart) I can get 65% profitable and a PF of 1.72 or so.
When I do a WF on this with an optimization period of 6 months and test period is 3 months- time frame is 2 years the percent profitable (agreget) drops to 59% and the profit factor drops to .92, so I lose money.
I'm new at Walk forward. What do you suggest?
am I doing the WF wrong. or both of course I would like to get the profit factor way above 1.00 on the agregate for the WF but it looks bad at this point.
or are my entries are flawed? ie my entries have to be better?
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