EXP-000019 — STRAT-0002 / R09

· سيناريو S00 · None

Equity (Mark-to-market يومي)

صفقات
1874
صافي العائد
-96.33%
Max DD
96.44%
Sharpe
-4.23
Expectancy
-5.14$
Win rate
39.54%

البوابات — REJECTED

البوابةالقيمةالنتيجة
trades>=301874✅
expectancy>0-5.14❌
maxdd<15.096.44❌
pair_concentration<=452.2✅
best5days<=25-9.1✅
S01_expectancy>0-5.14❌
S02_expectancy>0-5.14❌
S03_expectancy>0-5.14❌

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": 218.02,
 "final_p50": 363.14,
 "final_p95": 592.21,
 "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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