You can examine the report for each *segment* of the OOS by reading the
WalkForward output.
If the one line report of the output is not enough for you, you can use
SetOption to generate full blown reports for each step (warning, will generate
LOTS of reports).
Have a look at SetOption("GenerateReport", 1).
Mike
--- In [email protected], "Gonzaga" <gonzag...@...> wrote:
>
> --- In [email protected], "Gonzaga" <gonzagags@> wrote:
> >
> > Hi
> > I do a walk forward back-test, and obtain an OOS equity. I export the OOS
> > equity ticker to Excel, so I can make my own calculations, but..
> > Is there any way to obtain the statistic report applied to the OOS equity?
> >
> I think I read once that I could obtain a performance report from the OOS
> study, but I think I am wrong
> It's a pity because without the report, the OOS study is nearly useless
>
