Currently there is a NumSampleCycles which reshapes the price curve and allows to see how the strategy perform in different conditions ( then if the PF is similar between the cycles, then it still has an edge ).
The strategies are built using a WFO fix window. It means that eventhough this is OOS, in reallty the oos periods are completly biased. If the strategy could be tested over different wfo cyles, then we would really know how it really behaves. Then for exmaple, something like NumMaxWfo=10; and NumCyclesWfo = 5; would do 5 backtest of the strategy with wfo as 10,9,8,7,6 each.
