Hi

Lets say that after a WFO backtest the strategy gives PF>1 and SR>1. Is it time to just adjust the strategy with a TMF function or the strategy has to be trained again after including the TMF function?

There is no general rule, it depends on what the TMF does. If it strongly affects the results and must be considered in the entry rules, train again.

Hi

Thanks. It´s clear

It is more oriented into the exit so I guess it is not necesary to train it again.
It is more oriented to adjust the strategy and lock the profit or to introduce an advance trailing.