Hey Popov, thanks for the reply.
I understood your point of how one can proceed while applying walk forward in live trading.
You mentioned that test starts calculation from the beginning of the out of sample dataset. This makes sense.

But, I was testing some strategy and was unable to reproduce the results shown when I applied the walkforward optimized parameters to the last out of sample segment. Can you point out what I'm doing wrong. I have attached a simple example below. Sorry for the long post.

1] Dataset & timeframe -> EURUSD 1D (All available premium data 4886 bars)
2] Entry condition & starting parameters -> Rsi crosses the level upward (close, period- 14, level- 70)
3] Exit condition & starting parameters -> Rsi crosses the level downward (close, period- 14, level- 30)
4] Entry Lot - 0.1, Opp. entry signal - Ignore, No SL TP.
5] Walkforward setting -> Segments(12), Out of sample(30% OOS), Numeric range(+- 20steps), Search best(Net Balance).
6] Validation -> Minimum net profit(0)

After running walkforward, the results I get for the 12th segment is 32 trades, 419 USD net profit, 555 USD drawdown.
The date range for 12th segment is -> "2021-07-13 00:00" to "2022-08-12 00:00".
The parameters for same are -> Entry RSI -> Period(3), Level(21)
Exit RSI -> Period(2), Level(45).

Now I know this strategy is no good. But the problem is when I select that date range in Data Horizon tab and run the same strategy with these calculated parameters, the results are different(See attachments). The results I get are as follows-> 30 trades, 499.6 USD net profit, 554.8 USD drawdown.

Drawdown is same but the two trades are missing. In this specific case at least its similar, sometimes there is a huge difference between what the walkforward calculates and what actual backtest shows. Please let me know what is wrong. See attached images too.

Thanks for reading this long post.

>  huge difference between what the walkforward calculates and what actual backtest shows.

Walk-forward use the "actual-backtester". Actually, there is only one backtester.

> I select that date range in Data Horizon tab and run the same strategy with these calculated parameters

Walk Forward shows the OOS start and end. On the other hand, the Data Horizon sets the data series' start and end.

> Also I now see an overlap between the End date of 11th Segment and Start date of 12th Segment.

The last segment is slightly adjusted because it may not be possible to divide the provided bar by the number of the segments. It is a very rare case. Even then, we have to calculate the OOS start. Several bars deviation is normal and acceptable.

If you want a more statistically representative result, you should adjust the settings to have 100 or more deals per segment.