{
  "tool_id": "walk-forward-validation-visualizer",
  "slug": "walk-forward-validation-visualizer",
  "path": "/walk-forward-validation-visualizer/",
  "mode": "client_side",
  "usage": "Client-side calculator. Open https://aifinhub.io/walk-forward-validation-visualizer/ and fill in the inputs; results render in-browser.",
  "methodology": "https://aifinhub.io/methodology/walk-forward-validation-visualizer/",
  "sample_input": {
    "tool": "walk-forward-validation-visualizer",
    "num_windows": 4,
    "train_pct": 0.7,
    "rows": [
      {
        "strategy": 0.008538,
        "benchmark": 0.010128,
        "date": "2024-01-02"
      },
      {
        "strategy": -0.009035,
        "benchmark": -0.002693,
        "date": "2024-01-03"
      },
      {
        "strategy": -0.00485,
        "benchmark": -0.005739,
        "date": "2024-01-04"
      },
      {
        "strategy": -0.004299,
        "benchmark": -0.008399,
        "date": "2024-01-06"
      },
      {
        "strategy": 0.001682,
        "benchmark": -0.014444,
        "date": "2024-01-07"
      },
      {
        "strategy": -0.010691,
        "benchmark": -0.001063,
        "date": "2024-01-09"
      },
      {
        "strategy": 0.008703,
        "benchmark": 0.000927,
        "date": "2024-01-10"
      },
      {
        "strategy": -0.009063,
        "benchmark": -0.002943,
        "date": "2024-01-11"
      },
      {
        "strategy": 0.01387,
        "benchmark": 0.007545,
        "date": "2024-01-13"
      },
      {
        "strategy": -0.017203,
        "benchmark": -0.004229,
        "date": "2024-01-14"
      },
      {
        "strategy": 0.00198,
        "benchmark": -0.012984,
        "date": "2024-01-16"
      },
      {
        "strategy": -0.005247,
        "benchmark": 0.002364,
        "date": "2024-01-17"
      },
      {
        "strategy": 0.011788,
        "benchmark": 0.011842,
        "date": "2024-01-18"
      },
      {
        "strategy": 0.009747,
        "benchmark": 0.004972,
        "date": "2024-01-20"
      },
      {
        "strategy": 0.00087,
        "benchmark": -0.00282,
        "date": "2024-01-21"
      },
      {
        "strategy": 0.025601,
        "benchmark": -0.013159,
        "date": "2024-01-23"
      },
      {
        "strategy": 0.024723,
        "benchmark": 0.015524,
        "date": "2024-01-24"
      },
      {
        "strategy": -0.00461,
        "benchmark": -0.001381,
        "date": "2024-01-25"
      },
      {
        "strategy": -0.001132,
        "benchmark": 0.000951,
        "date": "2024-01-27"
      },
      {
        "strategy": 0.009532,
        "benchmark": 0.001385,
        "date": "2024-01-28"
      },
      {
        "strategy": 0.002474,
        "benchmark": -0.004438,
        "date": "2024-01-30"
      },
      {
        "strategy": 0.001653,
        "benchmark": -0.00602,
        "date": "2024-01-31"
      },
      {
        "strategy": -0.017705,
        "benchmark": -0.003071,
        "date": "2024-02-01"
      },
      {
        "strategy": -0.001297,
        "benchmark": -0.00175,
        "date": "2024-02-03"
      },
      {
        "strategy": 0.016704,
        "benchmark": -0.009671,
        "date": "2024-02-04"
      },
      {
        "strategy": -0.002093,
        "benchmark": 0.006072,
        "date": "2024-02-06"
      },
      {
        "strategy": -0.010562,
        "benchmark": 0.006235,
        "date": "2024-02-07"
      },
      {
        "strategy": 0.019989,
        "benchmark": 0.004561,
        "date": "2024-02-08"
      },
      {
        "strategy": 0.014457,
        "benchmark": -0.001855,
        "date": "2024-02-10"
      },
      {
        "strategy": -0.014516,
        "benchmark": 0.000499,
        "date": "2024-02-11"
      },
      {
        "strategy": 0.001912,
        "benchmark": 0.004835,
        "date": "2024-02-13"
      },
      {
        "strategy": -0.017212,
        "benchmark": -0.00224,
        "date": "2024-02-14"
      },
      {
        "strategy": -0.00907,
        "benchmark": 0.008297,
        "date": "2024-02-15"
      },
      {
        "strategy": 0.003058,
        "benchmark": 0.003732,
        "date": "2024-02-17"
      },
      {
        "strategy": -0.011051,
        "benchmark": -0.001967,
        "date": "2024-02-18"
      },
      {
        "strategy": 0.002497,
        "benchmark": 0.002087,
        "date": "2024-02-20"
      },
      {
        "strategy": -0.01918,
        "benchmark": 0.00103,
        "date": "2024-02-21"
      },
      {
        "strategy": 0.015659,
        "benchmark": 0.003739,
        "date": "2024-02-22"
      },
      {
        "strategy": -0.000613,
        "benchmark": -0.00639,
        "date": "2024-02-24"
      },
      {
        "strategy": 0.007792,
        "benchmark": 0.004002,
        "date": "2024-02-25"
      },
      {
        "strategy": -0.001473,
        "benchmark": -0.008621,
        "date": "2024-02-27"
      },
      {
        "strategy": -0.008194,
        "benchmark": -0.006566,
        "date": "2024-02-28"
      },
      {
        "strategy": 0.006163,
        "benchmark": -0.011074,
        "date": "2024-02-29"
      },
      {
        "strategy": -0.000594,
        "benchmark": -0.001632,
        "date": "2024-03-02"
      },
      {
        "strategy": -0.012849,
        "benchmark": -0.021191,
        "date": "2024-03-03"
      },
      {
        "strategy": -0.002912,
        "benchmark": -0.005024,
        "date": "2024-03-05"
      },
      {
        "strategy": -0.013931,
        "benchmark": -0.000794,
        "date": "2024-03-06"
      },
      {
        "strategy": -0.002914,
        "benchmark": 0.006406,
        "date": "2024-03-07"
      },
      {
        "strategy": -0.001987,
        "benchmark": 0.010563,
        "date": "2024-03-09"
      },
      {
        "strategy": -0.022437,
        "benchmark": 0.006555,
        "date": "2024-03-10"
      },
      {
        "strategy": 0.00308,
        "benchmark": 0.001108,
        "date": "2024-03-12"
      },
      {
        "strategy": -0.00148,
        "benchmark": -0.01693,
        "date": "2024-03-13"
      },
      {
        "strategy": -0.012127,
        "benchmark": 0.00766,
        "date": "2024-03-14"
      },
      {
        "strategy": 0.012776,
        "benchmark": 0.011662,
        "date": "2024-03-16"
      },
      {
        "strategy": 0.004278,
        "benchmark": 0.000996,
        "date": "2024-03-17"
      },
      {
        "strategy": -0.006677,
        "benchmark": 0.010027,
        "date": "2024-03-19"
      },
      {
        "strategy": 0.006854,
        "benchmark": 0.000816,
        "date": "2024-03-20"
      },
      {
        "strategy": 0.035752,
        "benchmark": -0.001844,
        "date": "2024-03-21"
      },
      {
        "strategy": -0.001126,
        "benchmark": -0.007271,
        "date": "2024-03-23"
      },
      {
        "strategy": -0.018662,
        "benchmark": 0.007279,
        "date": "2024-03-24"
      },
      {
        "strategy": -0.008372,
        "benchmark": 0.012291,
        "date": "2024-03-26"
      },
      {
        "strategy": 0.000831,
        "benchmark": 0.004401,
        "date": "2024-03-27"
      },
      {
        "strategy": -0.003225,
        "benchmark": -0.004881,
        "date": "2024-03-28"
      },
      {
        "strategy": 0.005582,
        "benchmark": 0.000149,
        "date": "2024-03-30"
      },
      {
        "strategy": -0.007725,
        "benchmark": -0.008267,
        "date": "2024-03-31"
      },
      {
        "strategy": -0.029234,
        "benchmark": 0.010008,
        "date": "2024-04-02"
      },
      {
        "strategy": -0.008016,
        "benchmark": 0.002909,
        "date": "2024-04-03"
      },
      {
        "strategy": -0.002689,
        "benchmark": -0.010913,
        "date": "2024-04-04"
      },
      {
        "strategy": -0.008693,
        "benchmark": 0.015632,
        "date": "2024-04-06"
      },
      {
        "strategy": 0.010906,
        "benchmark": 0.003799,
        "date": "2024-04-07"
      },
      {
        "strategy": 0.00794,
        "benchmark": -0.010689,
        "date": "2024-04-09"
      },
      {
        "strategy": -0.002492,
        "benchmark": 0.003529,
        "date": "2024-04-10"
      },
      {
        "strategy": -0.005407,
        "benchmark": -0.004725,
        "date": "2024-04-11"
      },
      {
        "strategy": -0.014941,
        "benchmark": 0.006628,
        "date": "2024-04-13"
      },
      {
        "strategy": 0.000292,
        "benchmark": -0.003231,
        "date": "2024-04-14"
      },
      {
        "strategy": -0.01554,
        "benchmark": 0.008623,
        "date": "2024-04-16"
      },
      {
        "strategy": 0.006896,
        "benchmark": -0.005388,
        "date": "2024-04-17"
      },
      {
        "strategy": -0.022319,
        "benchmark": -0.007422,
        "date": "2024-04-18"
      },
      {
        "strategy": -0.006387,
        "benchmark": 0.006,
        "date": "2024-04-20"
      },
      {
        "strategy": 0.012044,
        "benchmark": 0.009683,
        "date": "2024-04-21"
      },
      {
        "strategy": 0.016803,
        "benchmark": 0.004976,
        "date": "2024-04-23"
      },
      {
        "strategy": -0.015922,
        "benchmark": -0.001079,
        "date": "2024-04-24"
      },
      {
        "strategy": -0.004215,
        "benchmark": 0.006967,
        "date": "2024-04-25"
      },
      {
        "strategy": 0.010124,
        "benchmark": -0.001797,
        "date": "2024-04-27"
      },
      {
        "strategy": -0.014712,
        "benchmark": -0.004754,
        "date": "2024-04-28"
      },
      {
        "strategy": 0.009615,
        "benchmark": 0.006856,
        "date": "2024-04-30"
      },
      {
        "strategy": 0.017401,
        "benchmark": -0.000832,
        "date": "2024-05-01"
      },
      {
        "strategy": 0.001001,
        "benchmark": -0.021464,
        "date": "2024-05-02"
      },
      {
        "strategy": -0.011647,
        "benchmark": 0.016024,
        "date": "2024-05-04"
      },
      {
        "strategy": 0.005878,
        "benchmark": 0.013184,
        "date": "2024-05-05"
      },
      {
        "strategy": 0.002472,
        "benchmark": 0.001345,
        "date": "2024-05-07"
      },
      {
        "strategy": -0.014185,
        "benchmark": -0.002034,
        "date": "2024-05-08"
      },
      {
        "strategy": 0.000274,
        "benchmark": 0.007506,
        "date": "2024-05-09"
      },
      {
        "strategy": 0.010928,
        "benchmark": 0.002581,
        "date": "2024-05-11"
      },
      {
        "strategy": -0.015124,
        "benchmark": -0.004217,
        "date": "2024-05-12"
      },
      {
        "strategy": -0.003655,
        "benchmark": 0.00067,
        "date": "2024-05-14"
      },
      {
        "strategy": -0.009135,
        "benchmark": 0.009495,
        "date": "2024-05-15"
      },
      {
        "strategy": 0.010549,
        "benchmark": -0.00217,
        "date": "2024-05-16"
      },
      {
        "strategy": -0.015304,
        "benchmark": -0.015582,
        "date": "2024-05-18"
      },
      {
        "strategy": 0.00091,
        "benchmark": 0.003508,
        "date": "2024-05-19"
      },
      {
        "strategy": -0.007701,
        "benchmark": 0.003669,
        "date": "2024-05-21"
      },
      {
        "strategy": 0.010217,
        "benchmark": -0.002894,
        "date": "2024-05-22"
      },
      {
        "strategy": -0.008943,
        "benchmark": 0.002487,
        "date": "2024-05-23"
      },
      {
        "strategy": -0.007827,
        "benchmark": -0.00274,
        "date": "2024-05-25"
      },
      {
        "strategy": 0.01371,
        "benchmark": -0.013883,
        "date": "2024-05-26"
      },
      {
        "strategy": -0.006219,
        "benchmark": -0.003419,
        "date": "2024-05-28"
      },
      {
        "strategy": 0.00434,
        "benchmark": 0.009265,
        "date": "2024-05-29"
      },
      {
        "strategy": -0.016585,
        "benchmark": 0.002056,
        "date": "2024-05-30"
      },
      {
        "strategy": -0.009965,
        "benchmark": -0.003465,
        "date": "2024-06-01"
      },
      {
        "strategy": 0.000573,
        "benchmark": 0.003763,
        "date": "2024-06-02"
      },
      {
        "strategy": -0.010124,
        "benchmark": 0.006134,
        "date": "2024-06-04"
      },
      {
        "strategy": 0.000907,
        "benchmark": 0.016407,
        "date": "2024-06-05"
      },
      {
        "strategy": 0.007244,
        "benchmark": 0.00366,
        "date": "2024-06-06"
      },
      {
        "strategy": 0.002072,
        "benchmark": -0.004384,
        "date": "2024-06-08"
      },
      {
        "strategy": -0.012711,
        "benchmark": 0.013436,
        "date": "2024-06-09"
      },
      {
        "strategy": 0.013983,
        "benchmark": 0.011829,
        "date": "2024-06-11"
      },
      {
        "strategy": 0.0127,
        "benchmark": 0.003955,
        "date": "2024-06-12"
      },
      {
        "strategy": -0.009799,
        "benchmark": -0.001265,
        "date": "2024-06-13"
      },
      {
        "strategy": 0.020076,
        "benchmark": -0.009506,
        "date": "2024-06-15"
      },
      {
        "strategy": 0.018974,
        "benchmark": 0.006435,
        "date": "2024-06-16"
      },
      {
        "strategy": 0.012356,
        "benchmark": 0.006964,
        "date": "2024-06-18"
      },
      {
        "strategy": -0.010154,
        "benchmark": 0.012788,
        "date": "2024-06-19"
      },
      {
        "strategy": -0.013309,
        "benchmark": -0.01354,
        "date": "2024-06-20"
      },
      {
        "strategy": -0.00334,
        "benchmark": -0.006174,
        "date": "2024-06-22"
      },
      {
        "strategy": 0.00329,
        "benchmark": -0.008276,
        "date": "2024-06-23"
      },
      {
        "strategy": 0.001063,
        "benchmark": 2.9e-05,
        "date": "2024-06-25"
      },
      {
        "strategy": 0.001222,
        "benchmark": -0.003633,
        "date": "2024-06-26"
      },
      {
        "strategy": -0.014286,
        "benchmark": 0.013976,
        "date": "2024-06-27"
      },
      {
        "strategy": -0.025105,
        "benchmark": 0.002238,
        "date": "2024-06-29"
      },
      {
        "strategy": 0.004061,
        "benchmark": -0.013407,
        "date": "2024-06-30"
      },
      {
        "strategy": 0.011599,
        "benchmark": 0.014488,
        "date": "2024-07-02"
      },
      {
        "strategy": -0.030022,
        "benchmark": 0.00373,
        "date": "2024-07-03"
      },
      {
        "strategy": -0.007892,
        "benchmark": -0.001737,
        "date": "2024-07-04"
      },
      {
        "strategy": -0.004524,
        "benchmark": -0.018544,
        "date": "2024-07-06"
      },
      {
        "strategy": 0.002724,
        "benchmark": 0.000756,
        "date": "2024-07-07"
      },
      {
        "strategy": 0.006471,
        "benchmark": -0.003572,
        "date": "2024-07-09"
      },
      {
        "strategy": -0.007293,
        "benchmark": 0.003563,
        "date": "2024-07-10"
      },
      {
        "strategy": 0.016563,
        "benchmark": -0.003857,
        "date": "2024-07-11"
      },
      {
        "strategy": 0.007157,
        "benchmark": -0.004608,
        "date": "2024-07-13"
      },
      {
        "strategy": 0.007971,
        "benchmark": 0.010455,
        "date": "2024-07-14"
      },
      {
        "strategy": -0.003698,
        "benchmark": -0.002027,
        "date": "2024-07-16"
      },
      {
        "strategy": 0.014246,
        "benchmark": 0.006433,
        "date": "2024-07-17"
      },
      {
        "strategy": -0.014005,
        "benchmark": 0.013663,
        "date": "2024-07-18"
      },
      {
        "strategy": 0.000198,
        "benchmark": -0.00883,
        "date": "2024-07-20"
      },
      {
        "strategy": 0.011667,
        "benchmark": 0.006418,
        "date": "2024-07-21"
      },
      {
        "strategy": 0.012365,
        "benchmark": -0.006557,
        "date": "2024-07-23"
      },
      {
        "strategy": 0.001055,
        "benchmark": -0.008527,
        "date": "2024-07-24"
      },
      {
        "strategy": -0.006774,
        "benchmark": -0.003852,
        "date": "2024-07-25"
      },
      {
        "strategy": 0.01441,
        "benchmark": -0.003044,
        "date": "2024-07-27"
      },
      {
        "strategy": 0.001434,
        "benchmark": -0.006146,
        "date": "2024-07-28"
      },
      {
        "strategy": -0.002771,
        "benchmark": 0.001131,
        "date": "2024-07-30"
      },
      {
        "strategy": 0.003228,
        "benchmark": -0.007136,
        "date": "2024-07-31"
      },
      {
        "strategy": -0.018225,
        "benchmark": 0.005673,
        "date": "2024-08-01"
      },
      {
        "strategy": -0.015463,
        "benchmark": 0.003644,
        "date": "2024-08-03"
      },
      {
        "strategy": -0.001978,
        "benchmark": -0.000454,
        "date": "2024-08-04"
      },
      {
        "strategy": -0.000292,
        "benchmark": 0.007515,
        "date": "2024-08-06"
      },
      {
        "strategy": -6.7e-05,
        "benchmark": 0.008026,
        "date": "2024-08-07"
      },
      {
        "strategy": -0.004606,
        "benchmark": 0.001826,
        "date": "2024-08-08"
      },
      {
        "strategy": 0.004295,
        "benchmark": 0.004589,
        "date": "2024-08-10"
      },
      {
        "strategy": 0.002043,
        "benchmark": 0.00198,
        "date": "2024-08-11"
      },
      {
        "strategy": -0.005863,
        "benchmark": -0.006557,
        "date": "2024-08-13"
      },
      {
        "strategy": 0.013963,
        "benchmark": -0.002738,
        "date": "2024-08-14"
      },
      {
        "strategy": 0.007384,
        "benchmark": 0.011303,
        "date": "2024-08-15"
      },
      {
        "strategy": -0.004937,
        "benchmark": 0.003281,
        "date": "2024-08-17"
      },
      {
        "strategy": 0.00063,
        "benchmark": -0.005382,
        "date": "2024-08-18"
      },
      {
        "strategy": -0.004042,
        "benchmark": -0.009135,
        "date": "2024-08-20"
      },
      {
        "strategy": -0.004109,
        "benchmark": -0.013532,
        "date": "2024-08-21"
      },
      {
        "strategy": -0.016423,
        "benchmark": -0.007807,
        "date": "2024-08-22"
      },
      {
        "strategy": -0.025791,
        "benchmark": -0.003393,
        "date": "2024-08-24"
      },
      {
        "strategy": -0.008503,
        "benchmark": 0.007272,
        "date": "2024-08-25"
      },
      {
        "strategy": 0.001698,
        "benchmark": -0.002267,
        "date": "2024-08-27"
      },
      {
        "strategy": 0.015058,
        "benchmark": 0.011,
        "date": "2024-08-28"
      },
      {
        "strategy": 0.0036,
        "benchmark": -0.02159,
        "date": "2024-08-29"
      },
      {
        "strategy": -0.004001,
        "benchmark": -0.010592,
        "date": "2024-08-31"
      },
      {
        "strategy": -0.010952,
        "benchmark": -0.011262,
        "date": "2024-09-01"
      },
      {
        "strategy": 0.000783,
        "benchmark": -0.001587,
        "date": "2024-09-03"
      },
      {
        "strategy": -0.015374,
        "benchmark": 0.007549,
        "date": "2024-09-04"
      },
      {
        "strategy": 0.029542,
        "benchmark": -0.003219,
        "date": "2024-09-05"
      },
      {
        "strategy": 0.005966,
        "benchmark": -0.003728,
        "date": "2024-09-07"
      },
      {
        "strategy": 0.00413,
        "benchmark": -0.002338,
        "date": "2024-09-08"
      },
      {
        "strategy": -0.024146,
        "benchmark": -0.017483,
        "date": "2024-09-10"
      },
      {
        "strategy": -0.000306,
        "benchmark": 0.009238,
        "date": "2024-09-11"
      },
      {
        "strategy": 0.006664,
        "benchmark": -0.003435,
        "date": "2024-09-12"
      },
      {
        "strategy": 0.010603,
        "benchmark": -0.000441,
        "date": "2024-09-14"
      },
      {
        "strategy": -0.001093,
        "benchmark": -0.003452,
        "date": "2024-09-15"
      },
      {
        "strategy": 0.001293,
        "benchmark": 0.011808,
        "date": "2024-09-17"
      },
      {
        "strategy": -0.003454,
        "benchmark": 0.018433,
        "date": "2024-09-18"
      },
      {
        "strategy": -0.007257,
        "benchmark": -0.001605,
        "date": "2024-09-19"
      },
      {
        "strategy": -0.000819,
        "benchmark": 0.005652,
        "date": "2024-09-21"
      },
      {
        "strategy": 0.01063,
        "benchmark": -0.012928,
        "date": "2024-09-22"
      },
      {
        "strategy": 0.015343,
        "benchmark": -0.016632,
        "date": "2024-09-24"
      },
      {
        "strategy": 0.022439,
        "benchmark": -0.014814,
        "date": "2024-09-25"
      },
      {
        "strategy": -0.017399,
        "benchmark": 0.018529,
        "date": "2024-09-26"
      },
      {
        "strategy": 0.005517,
        "benchmark": -0.00857,
        "date": "2024-09-28"
      },
      {
        "strategy": 0.005001,
        "benchmark": 0.014181,
        "date": "2024-09-29"
      },
      {
        "strategy": 0.002244,
        "benchmark": -0.001163,
        "date": "2024-10-01"
      },
      {
        "strategy": 0.005913,
        "benchmark": 0.001884,
        "date": "2024-10-02"
      },
      {
        "strategy": 0.004575,
        "benchmark": -0.003345,
        "date": "2024-10-03"
      },
      {
        "strategy": -0.000194,
        "benchmark": 0.006838,
        "date": "2024-10-05"
      },
      {
        "strategy": 0.001614,
        "benchmark": -0.006469,
        "date": "2024-10-06"
      },
      {
        "strategy": 0.008926,
        "benchmark": -0.002936,
        "date": "2024-10-08"
      },
      {
        "strategy": 0.003551,
        "benchmark": 0.007777,
        "date": "2024-10-09"
      },
      {
        "strategy": 0.01369,
        "benchmark": -0.015217,
        "date": "2024-10-10"
      },
      {
        "strategy": -0.006121,
        "benchmark": 0.002248,
        "date": "2024-10-12"
      },
      {
        "strategy": 0.005587,
        "benchmark": 0.012377,
        "date": "2024-10-13"
      },
      {
        "strategy": -0.009903,
        "benchmark": -0.008052,
        "date": "2024-10-15"
      },
      {
        "strategy": 0.00142,
        "benchmark": 0.016188,
        "date": "2024-10-16"
      },
      {
        "strategy": 0.026184,
        "benchmark": -1.7e-05,
        "date": "2024-10-17"
      },
      {
        "strategy": 0.009614,
        "benchmark": 0.002076,
        "date": "2024-10-19"
      },
      {
        "strategy": 0.0053,
        "benchmark": -0.007489,
        "date": "2024-10-20"
      },
      {
        "strategy": 0.011917,
        "benchmark": -0.004725,
        "date": "2024-10-22"
      },
      {
        "strategy": -0.013585,
        "benchmark": 0.003527,
        "date": "2024-10-23"
      },
      {
        "strategy": -0.011222,
        "benchmark": 0.008703,
        "date": "2024-10-24"
      },
      {
        "strategy": -0.009386,
        "benchmark": 0.008608,
        "date": "2024-10-26"
      },
      {
        "strategy": 0.018157,
        "benchmark": -0.012119,
        "date": "2024-10-27"
      },
      {
        "strategy": -0.0066,
        "benchmark": -0.012938,
        "date": "2024-10-29"
      },
      {
        "strategy": 0.015147,
        "benchmark": -0.007633,
        "date": "2024-10-30"
      },
      {
        "strategy": -0.011954,
        "benchmark": -0.003934,
        "date": "2024-10-31"
      },
      {
        "strategy": 0.005687,
        "benchmark": 0.000532,
        "date": "2024-11-02"
      },
      {
        "strategy": 0.017285,
        "benchmark": 0.012507,
        "date": "2024-11-03"
      },
      {
        "strategy": -0.010812,
        "benchmark": -0.00511,
        "date": "2024-11-05"
      },
      {
        "strategy": -0.005358,
        "benchmark": -0.004182,
        "date": "2024-11-06"
      },
      {
        "strategy": -0.019386,
        "benchmark": -0.008108,
        "date": "2024-11-07"
      },
      {
        "strategy": 0.018922,
        "benchmark": 9e-05,
        "date": "2024-11-09"
      },
      {
        "strategy": -0.00159,
        "benchmark": -0.000298,
        "date": "2024-11-10"
      },
      {
        "strategy": -0.007819,
        "benchmark": 0.005112,
        "date": "2024-11-12"
      },
      {
        "strategy": -0.012536,
        "benchmark": -0.006723,
        "date": "2024-11-13"
      },
      {
        "strategy": 0.001341,
        "benchmark": 0.01639,
        "date": "2024-11-14"
      },
      {
        "strategy": -0.008409,
        "benchmark": -0.004769,
        "date": "2024-11-16"
      },
      {
        "strategy": 0.009245,
        "benchmark": 0.003726,
        "date": "2024-11-17"
      },
      {
        "strategy": -0.002429,
        "benchmark": -0.00393,
        "date": "2024-11-19"
      },
      {
        "strategy": 0.002911,
        "benchmark": 0.003127,
        "date": "2024-11-20"
      },
      {
        "strategy": 0.026725,
        "benchmark": -0.01297,
        "date": "2024-11-21"
      },
      {
        "strategy": 0.006205,
        "benchmark": 0.000173,
        "date": "2024-11-23"
      },
      {
        "strategy": -0.011584,
        "benchmark": 0.008726,
        "date": "2024-11-24"
      },
      {
        "strategy": 0.006461,
        "benchmark": -0.005389,
        "date": "2024-11-26"
      },
      {
        "strategy": 0.023686,
        "benchmark": -0.001837,
        "date": "2024-11-27"
      },
      {
        "strategy": -0.013444,
        "benchmark": -0.001276,
        "date": "2024-11-28"
      },
      {
        "strategy": 0.015965,
        "benchmark": 0.011464,
        "date": "2024-11-30"
      },
      {
        "strategy": 0.025414,
        "benchmark": -0.002788,
        "date": "2024-12-01"
      },
      {
        "strategy": 0.016531,
        "benchmark": 0.012993,
        "date": "2024-12-03"
      },
      {
        "strategy": 0.009368,
        "benchmark": 0.001694,
        "date": "2024-12-04"
      },
      {
        "strategy": -0.01292,
        "benchmark": 0.00199,
        "date": "2024-12-05"
      },
      {
        "strategy": 0.005555,
        "benchmark": 0.005871,
        "date": "2024-12-07"
      },
      {
        "strategy": 0.002591,
        "benchmark": 0.002151,
        "date": "2024-12-08"
      },
      {
        "strategy": 0.001749,
        "benchmark": -0.009941,
        "date": "2024-12-10"
      },
      {
        "strategy": -0.001953,
        "benchmark": 0.004667,
        "date": "2024-12-11"
      },
      {
        "strategy": 0.003645,
        "benchmark": 0.011478,
        "date": "2024-12-12"
      },
      {
        "strategy": -0.004807,
        "benchmark": 0.010766,
        "date": "2024-12-14"
      },
      {
        "strategy": 0.008585,
        "benchmark": 0.001628,
        "date": "2024-12-15"
      },
      {
        "strategy": 0.00677,
        "benchmark": 0.007118,
        "date": "2024-12-17"
      },
      {
        "strategy": -0.019627,
        "benchmark": 0.002115,
        "date": "2024-12-18"
      }
    ],
    "mode": "rolling"
  },
  "input_schema": {
    "type": "object",
    "properties": {
      "tool": {
        "type": "string"
      },
      "num_windows": {
        "type": "number"
      },
      "train_pct": {
        "type": "number"
      }
    },
    "required": [
      "tool",
      "num_windows",
      "train_pct"
    ]
  },
  "output_schema": {
    "type": "object",
    "properties": {
      "mean_is_sharpe": {
        "type": "number"
      },
      "mean_oos_sharpe": {
        "type": "number"
      },
      "drop_pct": {
        "type": "number"
      },
      "windows": {
        "type": "array"
      }
    }
  }
}
