بيانات SIMULATED · تنفيذ على شموع 5 دقائق · سيناريو التكلفة S00
| الصفقات | صافي العائد | Max DD | Sharpe | Expectancy | Win rate |
|---|---|---|---|---|---|
| 8473 | -66.62% | 66.64% | -12.05 | -0.79$ | 33.34% |
| البوابة | القيمة | الحالة |
|---|---|---|
| trades>=30 | 8473 | ✅ |
| expectancy>0 | -0.79 | ❌ |
| maxdd<15.0 | 66.64 | ❌ |
| pair_concentration<=45 | 9.9 | ✅ |
| best5days<=25 | -2.3 | ✅ |
| S01_expectancy>0 | -0.79 | ❌ |
| S02_expectancy>0 | -0.79 | ❌ |
| S03_expectancy>0 | -0.79 | ❌ |
{
"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"
}