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Looks like im getting there

Monte Carlo Report

Trade Database Filename
C:\TradeSimData\Daily07.trb

Simulation Summary
Simulation Date: 2/09/2007
Simulation Time: 1:11:41 PM
Simulation Duration: 464.06 seconds

Trade Parameters
Initial Capital: $30,000.00
Portfolio Limit: 100.00%
Maximum number of open positions: 100
Position Size Model: Fixed Percent Risk
Percentage of capital risked per trade: 1.50%
Position size limit: 100.00%
Portfolio Heat: 100.00%
Pyramid profits: Yes
Transaction cost (Trade Entry): $44.00
Transaction cost (Trade Exit): $44.00
Margin Requirement: 100.00%
Magnify Position Size(& Risk) according to Margin Req: No
Margin Requirement Daily Interest Rate (Long Trades): 0.0000%
Margin Requirement Yearly Interest Rate (Long Trades): 0.0000%
Margin Requirement Daily Interest Rate (Short Trades): 0.0000%
Margin Requirement Yearly Interest Rate (Short Trades): 0.0000%

Trade Preferences
Trading Instrument: Stocks
Break Even Trades: Process separately
Trade Position Type: Process all trades
Entry Order Type: Default Order
Exit Order Type: Default Order
Minimum Trade Size: $500.00
Accept Partial Trades: No
Volume Filter: Reject Trades if Position Size is greater than
10.00% of the maximum traded volume
Pyramid Trades: Yes
Favour Trade Pyramid: No
Start Pyramid at any level up to level: N/A
Maximum Pyramid Level Limited to: N/A
Maximum Pyramid Count Limited to: N/A

Simulation Stats
Number of trade simulations: 10000
Trades processed per simulation: 7172
Maximum Number of Trades Executed: 351
Average Number of Trades Executed: 301
Minimum Number of Trades Executed: 258
Standard Deviation: 9.37

Profit Stats
Maximum Profit: $5,813,301.56 (19377.67%)
Average Profit: $2,018,626.98 (6728.76%)
Minimum Profit: $552,351.05 (1841.17%)
Standard Deviation: $438,117.73 (1460.39%)
Probability of Profit: 100.00%
Probability of Loss: 0.00%

Percent Winning Trade Stats
Maximum percentage of winning trades: 54.36%
Average percentage of winning trades: 47.84%
Minimum percentage of winning trades: 40.84%
Standard Deviation: 1.72%

Percent Losing Trade Stats
Maximum percentage of losing trades: 59.16%
Average percentage of losing Trades: 52.16%
Minimum percentage of losing trades: 45.64%
Standard Deviation: 1.72%

Average Relative Dollar Drawdown Stats
Maximum of the Average Relative Dollar Drawdown: $18,582.40
Average of the Average Relative Dollar Drawdown: $6,354.48
Minimum of the Average Relative Dollar Drawdown: $1,427.79
Standard Deviation: $1,528.06

Average Relative Percent Drawdown Stats
Maximum of the Average Relative Percent Drawdown: 1.8207%
Average of the Average Relative Percent Drawdown: 1.0783%
Minimum of the Average Relative Percent Drawdown: 0.7348%
Standard Deviation: 0.1249%

Maximum Peak-to-Valley Dollar Drawdown Stats
Maximum Absolute Dollar Drawdown: $626,104.23
Average Absolute Dollar Drawdown: $154,098.20
Minimum Absolute Dollar Drawdown: $26,341.77
Standard Deviation: $38,179.05

Maximum Peak-to-Valley Percent Drawdown Stats
Maximum Absolute Percent Drawdown: 26.2756%
Average Absolute Percent Drawdown: 13.6261%
Minimum Absolute Percent Drawdown: 6.4724%
Standard Deviation: 3.0385%

<blockquote data-quote="nizar" data-source="post: 198209" data-attributes="member: 2591">Looks like im getting there <img src="data:image/gif;base64,R0lGODlhAQABAIAAAAAAAP///yH5BAEAAAAALAAAAAABAAEAAAIBRAA7" class="smilie smilie--sprite smilie--sprite2" alt=";)" title="Wink&nbsp; &nbsp; ;)" loading="lazy" data-shortname=";)" />&nbsp; &nbsp; Monte Carlo Report&nbsp; &nbsp; &nbsp; &nbsp; Trade Database Filename&nbsp; &nbsp; C:\TradeSimData\Daily07.trb&nbsp; &nbsp; &nbsp; &nbsp; Simulation Summary&nbsp; &nbsp; Simulation Date:&nbsp; &nbsp; 2/09/2007Simulation Time:&nbsp; &nbsp; 1:11:41 PMSimulation Duration:&nbsp; &nbsp; 464.06 seconds&nbsp; &nbsp; Trade Parameters&nbsp; &nbsp; Initial Capital:&nbsp; &nbsp; $30,000.00Portfolio Limit:&nbsp; &nbsp; 100.00%Maximum number of open positions:&nbsp; &nbsp; 100Position Size Model:&nbsp; &nbsp; Fixed Percent RiskPercentage of capital risked per trade:&nbsp; &nbsp; 1.50%Position size limit:&nbsp; &nbsp; 100.00%Portfolio Heat:&nbsp; &nbsp; 100.00%Pyramid profits:&nbsp; &nbsp; YesTransaction cost (Trade Entry):&nbsp; &nbsp; $44.00Transaction cost (Trade Exit):&nbsp; &nbsp; $44.00Margin Requirement:&nbsp; &nbsp; 100.00%Magnify Position Size(&amp; Risk) according to Margin Req:&nbsp; &nbsp; NoMargin Requirement Daily Interest Rate (Long Trades):&nbsp; &nbsp; 0.0000%Margin Requirement Yearly Interest Rate (Long Trades):&nbsp; &nbsp; 0.0000%Margin Requirement Daily Interest Rate (Short Trades):&nbsp; &nbsp; 0.0000%Margin Requirement Yearly Interest Rate (Short Trades):&nbsp; &nbsp; 0.0000%&nbsp; &nbsp; Trade Preferences&nbsp; &nbsp; Trading Instrument:&nbsp; &nbsp; StocksBreak Even Trades:&nbsp; &nbsp; Process separatelyTrade Position Type:&nbsp; &nbsp; Process all tradesEntry Order Type:&nbsp; &nbsp; Default OrderExit Order Type:&nbsp; &nbsp; Default OrderMinimum Trade Size:&nbsp; &nbsp; $500.00Accept Partial Trades:&nbsp; &nbsp; NoVolume Filter:&nbsp; &nbsp; Reject Trades if Position Size is greater than&nbsp; &nbsp; 10.00% of the maximum traded volumePyramid Trades:&nbsp; &nbsp; YesFavour Trade Pyramid:&nbsp; &nbsp; NoStart Pyramid at any level up to level:&nbsp; &nbsp; N/AMaximum Pyramid Level Limited to:&nbsp; &nbsp; N/AMaximum Pyramid Count Limited to:&nbsp; &nbsp; N/A&nbsp; &nbsp; Simulation Stats&nbsp; &nbsp; Number of trade simulations:&nbsp; &nbsp; 10000Trades processed per simulation:&nbsp; &nbsp; 7172Maximum Number of Trades Executed:&nbsp; &nbsp; 351Average Number of Trades Executed:&nbsp; &nbsp; 301Minimum Number of Trades Executed:&nbsp; &nbsp; 258Standard Deviation:&nbsp; &nbsp; 9.37&nbsp; &nbsp; Profit Stats&nbsp; &nbsp; Maximum Profit:&nbsp; &nbsp; $5,813,301.56 (19377.67%)Average Profit:&nbsp; &nbsp; $2,018,626.98 (6728.76%)Minimum Profit:&nbsp; &nbsp; $552,351.05 (1841.17%)Standard Deviation:&nbsp; &nbsp; $438,117.73 (1460.39%)Probability of Profit:&nbsp; &nbsp; 100.00%Probability of Loss:&nbsp; &nbsp; 0.00%&nbsp; &nbsp; Percent Winning Trade Stats&nbsp; &nbsp; Maximum percentage of winning trades:&nbsp; &nbsp; 54.36%Average percentage of winning trades:&nbsp; &nbsp; 47.84%Minimum percentage of winning trades:&nbsp; &nbsp; 40.84%Standard Deviation:&nbsp; &nbsp; 1.72%&nbsp; &nbsp; Percent Losing Trade Stats&nbsp; &nbsp; Maximum percentage of losing trades:&nbsp; &nbsp; 59.16%Average percentage of losing Trades:&nbsp; &nbsp; 52.16%Minimum percentage of losing trades:&nbsp; &nbsp; 45.64%Standard Deviation:&nbsp; &nbsp; 1.72%&nbsp; &nbsp; Average Relative Dollar Drawdown Stats&nbsp; &nbsp; Maximum of the Average Relative Dollar Drawdown:&nbsp; &nbsp; $18,582.40Average of the Average Relative Dollar Drawdown:&nbsp; &nbsp; $6,354.48Minimum of the Average Relative Dollar Drawdown:&nbsp; &nbsp; $1,427.79Standard Deviation:&nbsp; &nbsp; $1,528.06&nbsp; &nbsp; Average Relative Percent Drawdown Stats&nbsp; &nbsp; Maximum of the Average Relative Percent Drawdown:&nbsp; &nbsp; 1.8207%Average of the Average Relative Percent Drawdown:&nbsp; &nbsp; 1.0783%Minimum of the Average Relative Percent Drawdown:&nbsp; &nbsp; 0.7348%Standard Deviation:&nbsp; &nbsp; 0.1249%&nbsp; &nbsp; Maximum Peak-to-Valley Dollar Drawdown Stats&nbsp; &nbsp; Maximum Absolute Dollar Drawdown:&nbsp; &nbsp; $626,104.23Average Absolute Dollar Drawdown:&nbsp; &nbsp; $154,098.20Minimum Absolute Dollar Drawdown:&nbsp; &nbsp; $26,341.77Standard Deviation:&nbsp; &nbsp; $38,179.05&nbsp; &nbsp; Maximum Peak-to-Valley Percent Drawdown Stats&nbsp; &nbsp; Maximum Absolute Percent Drawdown:&nbsp; &nbsp; 26.2756%Average Absolute Percent Drawdown:&nbsp; &nbsp; 13.6261%Minimum Absolute Percent Drawdown:&nbsp; &nbsp; 6.4724%Standard Deviation:&nbsp; &nbsp; 3.0385%</blockquote>

[QUOTE="nizar, post: 198209, member: 2591"] Looks like im getting there ;) Monte Carlo Report Trade Database Filename C:\TradeSimData\Daily07.trb Simulation Summary Simulation Date: 2/09/2007 Simulation Time: 1:11:41 PM Simulation Duration: 464.06 seconds Trade Parameters Initial Capital: $30,000.00 Portfolio Limit: 100.00% Maximum number of open positions: 100 Position Size Model: Fixed Percent Risk Percentage of capital risked per trade: 1.50% Position size limit: 100.00% Portfolio Heat: 100.00% Pyramid profits: Yes Transaction cost (Trade Entry): $44.00 Transaction cost (Trade Exit): $44.00 Margin Requirement: 100.00% Magnify Position Size(& Risk) according to Margin Req: No Margin Requirement Daily Interest Rate (Long Trades): 0.0000% Margin Requirement Yearly Interest Rate (Long Trades): 0.0000% Margin Requirement Daily Interest Rate (Short Trades): 0.0000% Margin Requirement Yearly Interest Rate (Short Trades): 0.0000% Trade Preferences Trading Instrument: Stocks Break Even Trades: Process separately Trade Position Type: Process all trades Entry Order Type: Default Order Exit Order Type: Default Order Minimum Trade Size: $500.00 Accept Partial Trades: No Volume Filter: Reject Trades if Position Size is greater than 10.00% of the maximum traded volume Pyramid Trades: Yes Favour Trade Pyramid: No Start Pyramid at any level up to level: N/A Maximum Pyramid Level Limited to: N/A Maximum Pyramid Count Limited to: N/A Simulation Stats Number of trade simulations: 10000 Trades processed per simulation: 7172 Maximum Number of Trades Executed: 351 Average Number of Trades Executed: 301 Minimum Number of Trades Executed: 258 Standard Deviation: 9.37 Profit Stats Maximum Profit: $5,813,301.56 (19377.67%) Average Profit: $2,018,626.98 (6728.76%) Minimum Profit: $552,351.05 (1841.17%) Standard Deviation: $438,117.73 (1460.39%) Probability of Profit: 100.00% Probability of Loss: 0.00% Percent Winning Trade Stats Maximum percentage of winning trades: 54.36% Average percentage of winning trades: 47.84% Minimum percentage of winning trades: 40.84% Standard Deviation: 1.72% Percent Losing Trade Stats Maximum percentage of losing trades: 59.16% Average percentage of losing Trades: 52.16% Minimum percentage of losing trades: 45.64% Standard Deviation: 1.72% Average Relative Dollar Drawdown Stats Maximum of the Average Relative Dollar Drawdown: $18,582.40 Average of the Average Relative Dollar Drawdown: $6,354.48 Minimum of the Average Relative Dollar Drawdown: $1,427.79 Standard Deviation: $1,528.06 Average Relative Percent Drawdown Stats Maximum of the Average Relative Percent Drawdown: 1.8207% Average of the Average Relative Percent Drawdown: 1.0783% Minimum of the Average Relative Percent Drawdown: 0.7348% Standard Deviation: 0.1249% Maximum Peak-to-Valley Dollar Drawdown Stats Maximum Absolute Dollar Drawdown: $626,104.23 Average Absolute Dollar Drawdown: $154,098.20 Minimum Absolute Dollar Drawdown: $26,341.77 Standard Deviation: $38,179.05 Maximum Peak-to-Valley Percent Drawdown Stats Maximum Absolute Percent Drawdown: 26.2756% Average Absolute Percent Drawdown: 13.6261% Minimum Absolute Percent Drawdown: 6.4724% Standard Deviation: 3.0385% [/QUOTE]

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