Strategy Tester "Forward Test" = Back Test?
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I've been going round and round in my head until I can't see straight trying to wrap by brain around the differences between the "forward test" and the "back test" in the MT5 Strategy Tester. Watching the great darwinex youtube series on backtesting, he says to never trust the optimized "backtest" but only use the "out of sample" (forward test) data for decision making.
I still don't get the difference in MT5. If I select a 4 year optimization, with 1/4 for forward testing, it's optimizing for 3 years and using those settings for that last year. But it seems to me that it's all the same thing. Each pass takes one set of settings and tests them for 3 years, then tests them again for the last year, which is the same as testing them all for 4 years, right?
And no matter what we do, no matter what "out of sample" period we use, it ALL still "BACK" testing, because it's all using historical data.
Right?
My brain hurts...