When using 20 weeks to generate strategies and then trading for only one week the losing weeks in your table may be a result of the market going through drawdowns. I would suggest increasing your trading time frame to one week, two weeks, and four weeks to see if results improve with longer trading time frames.
Also, generate strategies for 1 year with OOS 10% and then trade for one week, two weeks, and four weeks to see how trading improves with longer time frames.
Also, generate strategies for 2 years with OOS 10% and then trade for one week, two weeks, and four weeks to see how trading improves with longer time frames.
Also, generate strategies for 3 years, etc, with OOS 10% and then trade for one week, two weeks, and four weeks to see how trading improves with longer time frames.
Keep trying different combinations and eventually you will find what works best for you.
Alan,