Monte Carlo Simulation
Bootstrap resampling of the real trade history (net of costs). 2000 simulations; $1,000 start, 1% risk/trade compounding.
Probability of Profit
2.6%
Risk of Ruin (≤50% of start)
48.0%
Median Max Drawdown
51.35%
95th Pct Worst Drawdown
67.13%
Expected Value / Trade
-0.113R
Median Profit Factor
0.762
Final balance after 100,000 trades: 5th pct $153 · 25th $215 · median $285 · 75th $376 · 95th $607.