Best and Stable selection

Best Score and Stable determine how one configuration is selected from the valid in-sample candidates in each Walkforward segment.

Both use the same Walkforward score, but Stable first narrows the candidate group.

The Walkforward score

The score compares Net P&L with Max Drawdown.

When Max Drawdown is 0, the score uses Net P&L.

This expresses the amount of Net P&L relative to the drawdown recorded for the candidate.

For example:

A higher score represents more Net P&L relative to the drawdown used in the calculation.

Best Score

Best Score applies the Walkforward score to all valid in-sample candidates.

The configuration with the highest score is selected for that segment.

The process is:

1. evaluate all valid in-sample combinations
2. calculate the Walkforward score for each combination
3. select the highest-scoring configuration
4. apply that configuration to the out-of-sample period

Stable

Stable narrows the candidate group before applying the same Walkforward score.

The process is:

1. rank all valid in-sample candidates by Net P&L
2. keep the configured Top Combinations
3. calculate or compare the Walkforward score within that retained group
4. select the highest-scoring configuration
5. apply that configuration to the out-of-sample period

Top Combinations

Top Combinations controls how many of the highest Net P&L candidates remain before Stable makes the final score-based selection.

Best Score and Stable compared

The selection is performed again for every eligible Walkforward segment.

The selected configuration may therefore change as the in-sample period changes.

Where to go next

Continue with Configuring and running Walkforward to see where these choices appear in the research setup.