WalkForwardOptimizer Cluster Report

Inputs: file='MAclusterexample.gvf', CSV='MAclusterexample.csv', window=[auto], step=[auto]

Annualized P/L

Window Step	30	60	90
10	-1662.40	642.90	1112.53
20	-667.30	649.45	273.57
30	937.47	137.60	97.93

Window Step	30	60	90
10	-761.73	495.19	264.72
20	-962.91	139.99	51.69
30	168.65	20.01	22.91

Window Step	30	60	90
10	0.00	66.67	83.33
20	0.00	66.67	66.67
30	66.67	50.00	50.00

Window Step	30	60	90
10	6	6	6
20	6	6	6
30	6	6	6

Window Step	30	60	90
10	3	6	9
20	6	12	18
30	9	18	27