Hi,The same strategy tested with the following Assets:
#define ASSETLOOP "AUD/USD", "USD/CHF", "EUR/USD", "GBP/USD", "USD/CAD", "USD/JPY", "GER30", "NAS100", "SPX500", "UK100", "US30", "XAG/USD", "XAU/USD"

And

//#define ASSETLOOP "GER30", "NAS100", "SPX500", "UK100", "US30", "XAG/USD", "XAU/USD", "AUD/USD", "USD/CHF", "EUR/USD", "GBP/USD", "USD/CAD", "USD/JPY"

i.e same assets just different order, produces totally different values.
What is strange is that the number of WFO are different. I guess this should not be the case. Hope this helps

Thank You