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.
将规划假设与后续观察分开保存。将缺失信息标记为未知，而不是零。模板用于组织研究；它们不推荐交易，也不记录经过验证的实盘成交。
What does this worksheet include?
上文所述研究任务的可编辑字段。任何示例数值均为虚构，使用前应删除或替换。
This resource is educational, not individualized financial advice. Calculator inputs stay in your browser. Check your venue's current contract, margin and fee documentation.