Trading Edge & Variance Simulator Quantitative Lab

Strategy Parameters

Presets

Win Rate (%) 55%

Risk-Reward Ratio (R:R) 1.50

Account Risk / Trade (%) 2.0%

Sample Size (Trades) 500

Monte Carlo Paths 100

Monte Carlo Equity Paths & Statistical Bounds Ready

Scrub Trade Sequence Timeline Trade 500 / 500

Expected Value (EV/R)

+0.38 R

Median Return

1.84x

Max Drawdown > 20%

14.0%

p-value vs Random

0.0080