Trading Time Machine Dashboard
Monte Carlo Trade Simulator
Profit Factor
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Risk of Ruin*
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Median Final
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Avg Max DD
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Beyond the Backtest: Navigating Variance
While a standard backtest provides a historical roadmap, the Monte Carlo Trade Simulator explores the "what ifs" of the future. By running 500 unique simulations of your strategy, this tool reshuffles your trade outcomes to reveal the statistical range of what you might actually experience.
The Resilience of the Median Path
The red Median Path represents the 50th percentile of all outcomes. It is the most realistic performance expectation because it eliminates the outliers that can skew a standard average.
Understanding Risk of Ruin
In quantitative trading, ruin is the point of no return. We define this as hitting a 50% drawdown during the sequence, highlighting the dangers of aggressive position sizing.