Monte Carlo simulation results
Jan 1 2020 - May 6 2026
Results:
* Pass rate: 97.60%
* Fail/risk of ruin: 1.40%
* Timeout/non-pass: 1.00%
* Average final profit: β $4,185
* Median final profit: β $4,050
* Median max drawdown: β -$837
* 5th percentile worst drawdown: β -$2,410
* Average days to pass: 7.93 days
* Median days to pass: 7 days
* Average max consecutive losses: 2.92 trades
* Profit factor: 2.68
* Sharpe ratio: 2.11
* Sortino ratio: 3.47
* Calmar ratio: 8.92
* Recovery factor: 14.27