Trading Strategies
Walk-Forward Backtesting vs Direct Optimization: A Complete Guide With Nifty 9:20 Straddle Strategy
This guide explains direct optimization, in-sample/out-of-sample testing, and walk-forward analysis using real data from 2019–2025. You will also see walk-forward results for the popular Nifty 9:20 straddle strategy built on Algotest and true forward-test performance for 2024–2025.