I recently finished a Walk-Foward, but I'm not sure how to interpreted the data.
I read about the importance of selecting OOS, but my doubt arises out of "how to select the correct result and use them on a live version".
Which result should I consider? The most recent one? The one that holds the value most repeating? I need clarity...thanks!
There is no "correct" result. It is what you want to use moving forward.
You have to choose between using "new" optimized results from the OOS, or sticking with the original parameters, or some interpreted values in between.
It al depends on how you have structured your trading plan.
I would suggest you look at running the original values over both IN/OUT of Sample and compare that to a full run with the values from the OOS run and see what you get. Probably more confused
I would also compare it to a full data set optimization and see if the parameter values are in the same general area, hopefully with similar results. Then you can probably go with any of the three sets of values and get a reasonable result. If they are not all similar, I would start to question the trade system in general.
The ones I like the most are RRR and K-Ratio. Usually give me the best results. And the market changes a bit every amount of time. If you can guess the best times to do a backtest, it will help.