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The searched history is cut into slices, and a setting has to hold in most of them, not in one lucky run.
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Both run on the searched part of the history, the hold-out left out. A slice holds when its profit factor is at least 1.
How often it survived across many slices of the same history.
The search period is cut into consecutive folds and the setting is scored on each.
If it fails:Killed at K-fold
How often it survived when it was always tested into the future.
Walk-forward runs with the last checks, after K-fold.
If it fails:Killed at the expensive tier
Rolling keeps the window's length and moves it on. Anchored starts every window at the beginning and lets it grow.
The setting is fitted on a window and tested on the one after it, and the window rolls forward.
A killed result is not an error. It tells you which question the strategy could not answer.
It held up on one unseen stretch and failed when the history was split other ways.
It failed the checks that it is not luck.