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
99.4%
Risk of Ruin (≤50% of start)
0.0%
Median Max Drawdown
14.14%
95th Pct Worst Drawdown
22.94%
Expected Value / Trade
+0.166R
Median Profit Factor
1.337
Final balance after 100,000 trades: 5th pct $2,545 · 25th $3,623 · median $4,758 · 75th $6,238 · 95th $8,872.