Runs an Overfitting Analysis when the optimization completes: the CSCV/PBO Overfitting Score (how often the in-sample best parameter combination held up out-of-sample) and the Walk-Forward Correlation (how well the whole parameter surface carried from in-sample to out-of-sample). The block count is set with OptOverfitBlocks.
Cannot be combined with Walk-Forward, Date Intervals, For Each Strategy / Symbol, Shard Processes, or Continue From File. In command line batch mode the analysis also writes overfit.csv to the OutputPath folder.