I have replay data for 2 months that I ran both Walk Forward and Regular Optimization against a strategy with the same parameter ranges and I get drastically different results. I'm using slippage of 1 and including commission. Same date range and period. The difference is 17,468 profit with Walk Forward vs -988 with regular Optimization. And BackTest is also negative result as well. All tests also were done with an Order Fill Resolution of High Type Tick.
Why such differences? Are any close to reality? Heard Walk Forward was the best. Are the others even worth wasting time with them?