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: ≈ $4,185 * Median final profit: ≈ $4,050 * Median max drawdown: ≈ -$837 * 5th percentile worst drawdown: ≈ -$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
Off-Topic
May 8, 2026 at 1:52 AM
2 likes0 comments