Hello Jenialyinvest,
I get your point here, and thanks Cone for making it clearer with the video.
Now, personally I am not a huge fan of optimizing the EAs, and reoptimizing them. This way we are ahead of over-optimization. Also, such a test that shows on what period the strategy should be reoptimized is not very accurate. This is because it is trying to make a kind of “future” walk-forward and we do not have future data. We rely only on the past data, simply, because there is not future data. Simply, we do not want to use tools that are predicting anything. Even the period of optimization.
The idea of having Walk-Forward optimization is more to prove to you if the strategy is robust or not. This is what I explain in this video and some of my courses.