WRSE QUANT ENGINE
Walkforward-Regime-Shock-Execution
Out-of-Sample (OOS) WFO Performance Validation
[2020 → 2024]
Start Date
End Date
Mode
AB Hybrid (exec-aware)
Taker-only (stress)
Secondary Chart
Drawdown
Rolling Sharpe
Rolling Volatility
Window (days)
Overlay Taker
Apply
Total Return
-
-
Max Drawdown
-
-
Sharpe Ratio
-
-
CAGR
-
-
Sortino
-
-
Calmar
-
-
Volatility (ann.)
-
-
Win Rate (daily)
-
-
Equity Curve (OOS)
Drawdown
Yearly Total Return
Yearly Sharpe
WFO Splits (Train → Test)
Test Year (OOS)
Train Window
Return (AB)
MDD (AB)
Sharpe (AB / Taker)
Weight