Helo, when using WFO, there is no option to filter the selected parameters, in order to have, let's say, the highest Ulcer Performance Index value that has more than 10 trades, and this leads to either very few trades or maybe big drawdown parameters when using Net Profit.

By now what I would do is filtering manually, doing the WFO manually. The problem I have, that requires a lot of work to workaround on what I`m doing, is to insert out of sample trades manually to check them compiled, in order to know the performance and performance+ stats and Monte Carlo analaysis for OOS.

I know how to insert trades manually on a text file and importing to WL, but it`s a bit of work to export all trades into excel, compile them and export in the accepted Wealth-Lab format.

Can this compilation of trades and respective analysis be done in an easier way? I can get easy the manual "out of sample" trades, but compiling them all at once is the problem for me.

What if there is no WFO in-sample run that has more than 10 trades?

I would just discard that part of the optimization, not running an OOS test, since if they didn't even fit minimum criteria while optimizing, chances are it won't on OOS also. But the > 10 trades is just an example that could change depending on the timeframe/strategy I'm using. Usually I want indeed > 10 trades, but also I check other parameters, like UPI, MAR/recovery ratio, APR%.