Trade-sequence Monte Carlo simulator
Resample your closed-trade results to see how the order of the same trades changes drawdown and final return.
Use the free toolTrade-sequence Monte Carlo
Resample your closed-trade results with replacement to see how much the order of the same trades changes drawdown and final return. Uses the SuperQuant backtest engine's seeded bootstrap.
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Method. With replacement, each resample draws the same number of trades from your list at random and records final return and maximum drawdown. The block bootstrap instead copies runs of consecutive trades (mean block length 2, 5 and 10) sized against current equity, so losing streaks stay together. Percentiles describe resampled history only; serial correlation, regime change and execution differences are not modeled.
계획된 가정과 이후 관측치를 분리해 유지하세요. 누락된 정보는 0이 아닌 '알 수 없음'으로 표시하세요. 템플릿은 리서치를 정리하는 것이며, 거래를 권장하거나 검증된 실시간 체결을 기록하는 것이 아닙니다.
What does this worksheet include?
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This resource is educational, not individualized financial advice. Calculator inputs stay in your browser. Check your venue's current contract, margin and fee documentation.