EXP-000001 — STRAT-0001 / R01

· سيناريو S00 · None

Equity (Mark-to-market يومي)

صفقات
8473
صافي العائد
-66.62%
Max DD
66.64%
Sharpe
-12.05
Expectancy
-0.79$
Win rate
33.34%

البوابات — REJECTED

البوابةالقيمةالنتيجة
trades>=308473✅
expectancy>0-0.79❌
maxdd<15.066.64❌
pair_concentration<=459.9✅
best5days<=25-2.3✅
S01_expectancy>0-0.79❌
S02_expectancy>0-0.79❌
S03_expectancy>0-0.79❌

Monte Carlo

{
 "paths": 2000,
 "block_days": 5,
 "seed": 11,
 "prob_loss_pct": 100.0,
 "dd10_pct": 100.0,
 "dd20_pct": 100.0,
 "dd30_pct": 100.0,
 "final_p05": 3148.97,
 "final_p50": 3342.51,
 "final_p95": 3548.66,
 "note": "conditional on the simulated data and the declared execution model"
}

القيود: data SIMULATED (no licensed feed)؛ bar-based execution (5m), tick execution not modelled؛ no parameter search in this run (baseline parameters)

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