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
0.2%
Risk of Ruin (≤50% of start)
57.0%
Median Max Drawdown
54.49%
95th Pct Worst Drawdown
69.76%
Expected Value / Trade
-0.138R
Median Profit Factor
0.773
Final balance after 100,000 trades: 5th pct $126 · 25th $182 · median $236 · 75th $304 · 95th $435.