Do you determine your lot size based on account balance, so as balance increases lot size increases?
If so, is that mechanism included in your optimization passes?
I have these random light bulb / duh moments that remind me I’m not an expert at anything.
If we strap-up our lot size in accordance with account balance during optimization, results will obviously be weighted towards happenings in the latter end of the range. In other words, you’re not getting a true representation of what worked and what didn’t across the spectrum, because if successful trades in the first half of the range increased your account balance to bump up lot size on the trades in the second half, you don’t have an even P/L baseline across the timeframe.
Long story short, if your EA compounds its lot size as a percentage of account balance, turn that off and work with a fixed lot size throughout optimization if you want an accurate representation of effectiveness across the time range.