EXP-000011 — STRAT-0002 / R01

· سيناريو S00 · None

Equity (Mark-to-market يومي)

صفقات
10658
صافي العائد
-87.45%
Max DD
87.45%
Sharpe
-29.97
Expectancy
-0.82$
Win rate
27.44%

البوابات — REJECTED

البوابةالقيمةالنتيجة
trades>=3010658✅
expectancy>0-0.82❌
maxdd<15.087.45❌
pair_concentration<=459.9✅
best5days<=25-0.2✅
S01_expectancy>0-0.82❌
S02_expectancy>0-0.82❌
S03_expectancy>0-0.82❌

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": 1209.87,
 "final_p50": 1256.02,
 "final_p95": 1302.28,
 "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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