K-fold pass rate
Forge API 1
Whether the setting holds up on most of the consecutive pieces of the search period.
the in-sample block is cut into {kfold_n_splits} consecutive chunks and the setting is scored on {kfold_scored} of them; it passes when at least {kfold_min_pass_rate} of the scored windows, each with at least {min_window_trades} trades, have a profit factor of at least {oos_pf_floor}
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