After working through Blackbook and tutorials I am still not really clear what the right way forward is, for training of my portfolio strategy.

During training of parameters, do I already use my wanted settings of
- hedging
- capital
- margin calculation
- equity curve trading method,

or do I simply optimize the barebone strategy and test above things afterwards?

At the moment different ways lead to different results what worries me a little.

Thanks for your advice....

You normally train only the strategy. Not the money management and also not equity curve trading.

Thanks, and hedging setting belongs to strategy?

Yes.