Forward Testing – (Also called “forward pass” or “out-of-sample testing”). Dividing historical data into optimization (in-sample) and testing (out-of-sample) periods. In MT5 you can enable forward testing so that the Strategy Tester first optimizes parameters on the initial segment of data, then automatically tests those parameters on the next (forward) segment. The idea is to avoid over-optimization: if performance holds in the forward test, the parameters are more likely robust. cTrader does not have a one-click forward-test feature, but users often manually split data or use plugins to simulate walk-forward (see Walk-Forward).

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