بيانات SIMULATED · تنفيذ على شموع 5 دقائق · سيناريو التكلفة S00
| الصفقات | صافي العائد | Max DD | Sharpe | Expectancy | Win rate |
|---|---|---|---|---|---|
| 50 | -9.74% | 14.1% | -0.39 | -19.48$ | 42.0% |
| البوابة | القيمة | الحالة |
|---|---|---|
| trades>=30 | 50 | ✅ |
| expectancy>0 | -19.48 | ❌ |
| maxdd<20.0 | 14.1 | ✅ |
| pair_concentration<=45 | -19.1 | ✅ |
| best5days<=25 | -126.8 | ✅ |
| S01_expectancy>0 | -19.48 | ❌ |
| S02_expectancy>0 | -19.48 | ❌ |
| S03_expectancy>0 | -19.48 | ❌ |
{
"paths": 2000,
"block_days": 5,
"seed": 11,
"prob_loss_pct": 85.2,
"dd10_pct": 80.85,
"dd20_pct": 21.5,
"dd30_pct": 1.05,
"final_p05": 7586.78,
"final_p50": 8989.09,
"final_p95": 10695.55,
"note": "conditional on the simulated data and the declared execution model"
}