Monte Carlo drawdown audit
Generated locally · 2026-11-12 21:30 +0900 · mc_audit 1.0.1
Your history, as read from the file
| Closed trades | 242 |
|---|---|
| Trading days | 106 |
| Winning trades | 42.6% |
| Average win | 160.46 |
| Average loss | -105.85 |
| Payoff ratio | 1.52 |
| Average result per trade | 7.50 |
| Profit factor | 1.12 |
| Longest losing streak | 8 |
| Worst day | -447.93 |
| Historical maximum drawdown | 12.2% |
Historical balance (in file order)
Simulation
| Paths | 10,000 |
|---|---|
| Seed | 1 |
| Days per path | 106 |
| Sizing | amounts as recorded |
| Paths | stop at the first target or breach; balance held; drawdown measured to that moment |
| Median maximum drawdown | 7.1% |
| 95th percentile | 15.1% |
| Largest in the sample | 17.6% |
| Median final balance | 10,838 |
| 5th percentile final balance | 8,910 |
| Share of paths that fell to the loss floor (−50%) | 0.0% ± 0.0 · sampling error (1 s.e.) |
Maximum drawdown across the simulated paths
| Share of paths with a drawdown of at least 10% | 37.0% ± 0.5 · sampling error (1 s.e.) |
|---|---|
| Share of paths with a drawdown of at least 20% | 0.0% ± 0.0 · sampling error (1 s.e.) |
| Share of paths with a drawdown of at least 30% | 0.0% ± 0.0 · sampling error (1 s.e.) |
| Share of paths with a drawdown of at least 40% | 0.0% ± 0.0 · sampling error (1 s.e.) |
| Share of paths with a drawdown of at least 50% | 0.0% ± 0.0 · sampling error (1 s.e.) |
Simulated balance by trading day (5 / 25 / 50 / 75 / 95th percentile)
Account rules
| daily loss limit | 5% (day-start) |
|---|---|
| maximum loss | 10% |
| profit target | 8% |
| Profit target reached before any breach | 71.5% ± 0.5 · sampling error (1 s.e.) |
| Daily loss limit breached first | 0.0% ± 0.0 · sampling error (1 s.e.) |
| Maximum loss breached first | 28.3% ± 0.5 · sampling error (1 s.e.) |
| Daily limit and maximum loss in the same trade | 0.0% ± 0.0 · sampling error (1 s.e.) |
| Neither within the path | 0.2% |
What this report is and is not
A share shown as 0.0% did not occur in the sampled paths; that is not the same as impossible. This report is arithmetic on the trades in your file. Each simulated path draws whole trading days from your history at random, with replacement. It assumes future days resemble that set; it knows nothing about markets, slippage, fees that are not in the file, changes in your method, or correlation between days. It is not a forecast, not a recommendation to trade or to size a position, and not investment advice. Decisions and their results are yours.
Input file SHA-256: a884b097bd191cef64f39ebea13ae18028df35b5c781b36f05a7d6d773338ccb