#Monte Carlo-Lab Monte Carlo-Lab (MCL) performs Monte Carlo analyses on Wealth-Lab historical simulations. These analyses consist of very quickly computing a large number of randomized Runs based on the original simulation results or raw trades, providing insight into the trading system's potential in the future by giving you an idea of the probability of achieving various profit objectives.
A Monte Carlo analysis can answer such questions such as ...
- What is the largest loss I can expect from the system within a 1-year period?
- What is the expected average monthly profit and drawdown of the system?
- What is the chance that the system will generate a loss over a specific time frame?
- What is my chance of realizing a 20% profit using a 5% of equity position size as opposed to a fixed $5,000 per trade position size
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- Baseline release.