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
100.0%
Risk of Ruin (≤50% of start)
0.0%
Median Max Drawdown
2.49%
95th Pct Worst Drawdown
3.75%
Expected Value / Trade
+0.170R
Median Profit Factor
3.458
Final balance after 100,000 trades: 5th pct $4,215 · 25th $4,834 · median $5,351 · 75th $5,998 · 95th $7,012.