EXP-000003 — STRAT-0001 / R03

· سيناريو S00 · None

Equity (Mark-to-market يومي)

صفقات
7080
صافي العائد
-94.94%
Max DD
94.94%
Sharpe
-10.93
Expectancy
-1.34$
Win rate
33.09%

البوابات — REJECTED

البوابةالقيمةالنتيجة
trades>=307080✅
expectancy>0-1.34❌
maxdd<15.094.94❌
pair_concentration<=459.1✅
best5days<=25-3.7✅
S01_expectancy>0-1.34❌
S02_expectancy>0-1.34❌
S03_expectancy>0-1.34❌

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": 422.61,
 "final_p50": 509.41,
 "final_p95": 612.99,
 "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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