• Registered: 2025-11-16
  • Posts: 2

Topic: Walk Forward Efficiency metric

Hi,

I was reviewing EA Studio and I’m not sure whether this option already exists—probably not. There are some important features that, if added to the current version, would be very useful for customers.

In the Walk-Forward section, a commonly used metric called Walk-Forward Efficiency (WFE) should be included, as many similar programs provide it. Since the panel already displays all data for each segment, it should be easy to add WFE.

WFE = Sum(OOS net profit) / Sum(IS net profit)

  • Popov
  • Popov
  • Lead Developer
  • Offline
  • From: Bulgaria
  • Registered: 2006-11-30
  • Posts: 8,257

Re: Walk Forward Efficiency metric

This is an interesting idea. Thank you!

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  • Registered: 2026-03-10
  • Posts: 6

Re: Walk Forward Efficiency metric

But than the there should be annualized, since the is profit is mostly generated over more years than oos. Otherwise its not easy to compare.

  • Registered: 2025-11-16
  • Posts: 2

Re: Walk Forward Efficiency metric

trademaster084 wrote:

But than the there should be annualized, since the is profit is mostly generated over more years than oos. Otherwise its not easy to compare.

Yes, it should be annualized one.

  • Popov
  • Popov
  • Lead Developer
  • Offline
  • From: Bulgaria
  • Registered: 2006-11-30
  • Posts: 8,257

Re: Walk Forward Efficiency metric

It is even better if we have annualized values for all suitable stats metrics.
Or even to have modifiers like: total, monthly, annual

Example:
Count of trades: xxx
Count of trades (annual): xxx
Count of trades (monthly): xxx

...

There are a lot of cool ideas for updates and new features. I have to use a planner or a kanban system to arrange them.

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