Walk-Forward AnalysisFold Inspector

Fold Inspector

The Fold Inspector occupies the bottom of the right column and provides a complete statistical breakdown for any selected fold, split between the in-sample (IS) and out-of-sample (OOS) windows.

Opening the Inspector

The Fold Inspector is always visible in the right column once a WFA run has completed and a fold is selected. Select a fold by:

Clicking a row in the Fold Table (top of center column)
Clicking on a bar in the IS vs OOS bar chart
Clicking on a fold boundary marker in the Equity Curve chart
Clicking on a fold row in the Gantt chart
Clicking a dot in the Parameter Stability chart

Header bar shows Fold number (1-based) and the fold's per-fold WFE %. A close (×) button dismisses the inspector and deselects the fold.

IS / OOS Tabs

The inspector has two tabs at the top of its body:

OOS (default)

Shows statistics from the out-of-sample (test) window. This reflects how the best IS parameters actually performed on unseen data. The bar range label shows testRange[0]–testRange[1].

This is the more important tab — OOS results determine strategy validity.

IS (In-Sample)

Shows statistics from the in-sample (training) window with the best parameters. The bar range label shows trainRange[0]–trainRange[1].

Use to compare IS vs OOS degradation manually.

Best Params row:Both tabs display the best parameters found during IS optimisation (they are identical — only the stat window differs). The label bestParamsLabel is shown below the tab bar.

Statistic Sections

The 30+ statistics are grouped into 8 colour-coded sections. Each section has a header with a distinct accent colour. Values are formatted and colour-coded by sign/context.

Capital

Stat Key	Display Label	Format
initialCapital	Initial Capital	Currency
finalEquity	Final Equity	Currency
totalReturn	Total Return	Currency
totalReturnPct	Return %	Percent

Trades

Stat Key	Display Label	Format
totalTrades	Total Trades	Integer
wins	Wins	Integer
losses	Losses	Integer
winRate	Win Rate	Percent

Profit & Loss

Stat Key	Display Label	Format
grossProfit	Gross Profit	Currency (green)
grossLoss	Gross Loss	Currency (red)
netPnL	Net P&L	Currency
profitFactor	Profit Factor	∞ if infinite, else 2 decimals

Averages

Stat Key	Display Label	Format
avgWin	Avg Win	Currency
avgLoss	Avg Loss	Currency
avgPnL	Avg P&L	Currency
expectancy	Expectancy	Currency

Extremes

Stat Key	Display Label	Format
largestWin	Largest Win	Currency
largestLoss	Largest Loss	Currency
bestTrade	Best Trade	Currency
worstTrade	Worst Trade	Currency

Duration (bars)

Stat Key	Display Label	Format
avgHoldingBars	Average Hold	1 decimal
maxHoldingBars	Max Hold	Integer
minHoldingBars	Min Hold	Integer

Streaks

Stat Key	Display Label	Format
maxConsecutiveWins	Max Consec. Wins	Integer
maxConsecutiveLosses	Max Consec. Losses	Integer

Drawdown

Stat Key	Display Label	Format
maxDrawdown	Max Drawdown	Currency
maxDrawdownPct	Max Drawdown %	Percent

Value Color Coding

Stats in the P&L category group (netPnL, totalReturn, bestTrade, worstTrade, grossProfit, grossLoss, avgPnL, expectancy) use color coding:

Green

Positive P&L values. grossProfit is always green regardless of sign.

Red

Negative P&L values. grossLoss is always red regardless of sign.

Neutral

All non-P&L stats (trade counts, durations, streaks, drawdown percentages) use the default text color.

Empty & Null States

No fold selected

The right column shows an empty WFA Statistics panel (no stats). The Fold Inspector is hidden until a fold is selected.

Null stats

If a fold's inSampleStats or outOfSampleStats is null (backtest produced no trades), the tab shows empty stat values.

Parameter Stability Back to WFA Overview