Walk Forward Matrix Optimization is a very rigorous optimization and robustness test for your strategy. Because of this, it is very difficult to pass this test. Walk Forward Matrix Optimization is a set of Walk Forward optimizations performed with a different set of optimization periods, parameters and out of sample percentages (robustness tests). The results will tell if your strategy will benefit from periodic optimizations, and if the strategy is robust enough to sustain a solid profit in the future.
You can see from the results that this strategy performed well during Walk Forward Matrix Optimization, and actually had a small increase in Net Profit from $1,566 to $1,626. The report shows that 8 out of 18 parameter combinations passed, the best grouping of combinations passed 7 out of 9 times, and all runs produced solid in-sample and out of sample net profit results. Lastly, the test tells me that this strategy is best reoptimized every 321 days with a history of 747 days on 7 runs with 30% out of sample. Basically what this means is that every 2 years I will reoptimize the strategy on about a year's worth of history data.
I feel that with the parameters, trading method and timeframe established for this pair, along with the timeframe and currency pair used, this strategy is robust enough to trade in my portfolio and is now an active part of my portfolio.
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PLEASE NOTE: THIS IS JUST AN ANALYSIS BLOG AND IN NO WAY GUARANTEES OR IMPLIES ANY PROFIT OR GAIN. THE DATA HERE IS MERELY AN EXPRESSED OPINION. TRADE AT YOUR OWN RISK.