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.
Keep planned assumptions separate from later observations. Mark missing information as unknown instead of zero. Templates organize research; they do not recommend a trade or document a verified live fill.
What does this worksheet include?
Editable fields for the research task named above. Any example values are fictional and should be removed or replaced before use.
This resource is educational, not individualized financial advice. Calculator inputs stay in your browser. Check your venue's current contract, margin and fee documentation.