I understand the idea of the walkforward optimization. Suppose I have 465 days of data. I optimize on 100 days, and run the walkforward on the next 10 days. I understand how to setup NT to do this. Suppose I run this setup for 365 days. Because I have 465 days of data, I should be able to get one year of 100% walk forward out of sample performance results.
Now, how can I plot the cumulative return over time, of this years worth of out of sample data? NT is happy to plot and give statistics for each of the 10 day windows. But, I want the 10 day windows lumped together - as if I had periodically optimized my syrategy every 10 days.
Can NT do this? Am I missing something? The Walkforward tab seems to only give stats for each small window, not the lumped stats.
Thanks!
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