Model Robustness Analysis
| Assumption | Value |
| Initial capital | 100,000 |
| Simulations | 10,000 |
| Trade sample | 404 |
| Commission | 0.02% per trade |
| Slippage | 3 ticks equivalent |
| Parameters | Fixed |
Monte Carlo Simulation Overview
Each path reorders the same historical trade sample to test sensitivity to sequencing. Strategy rules and trade outcomes remain unchanged.
Median Path and Scenario Range
This view highlights the typical outcome, along with more conservative and more optimistic scenarios.
This chart summarizes the dispersion of outcomes under repeated trade-order randomization. It illustrates scenario range, not guaranteed future returns.
Final Return Distribution
This distribution shows where most final results tend to fall.
Most simulations end within the central range shown above under the tested assumptions.
Monte Carlo Drawdown Distribution
This section shows how drawdowns are distributed across different scenarios.
“Under the tested assumptions, most simulated maximum drawdowns fall between 2% and 7%
Based on 2 years(2024-2026) of historical model data. Statistical performance may vary across market regimes.