Debug out-of-sample backtest

I’m having a problem with a walk-forward test. During the walk-forward test, some of the out-of-sample periods have no trades when there should be many trades.

About the code:
The code scales-in and scales-out. It assumes Status(“barinrange”) is true during the out-of-sample period and false for array elements prior to the out-of-sample period. It uses Status(“barinrange”) to avoid errors attempting to scale in/out on the first bar of the test. Is there a better way to detect the boundary between the in-sample and out-of-sample period?

What I have tried so far:
I tried a backtest using the best optimized parameters from the prior in-sample period and changed the date range to match the troublesome out-of-sample period. The backtest runs perfectly with many trades. Also tried running an exploration with the same settings. The strategy enters a long position on the first bar of the troublesome out-of-sample period.

In the past, I’ve seen similar behavior with no trades when running a normal backtest, and it was easy to find the root cause by inspecting the backtest detailed log. Is there a way to see the backtest detailed log for the out-of-sample periods of a walk-forward test?