Feature - Equity Control Feature - What-If scenarios

Run Monte Carlo analysis on your strategy and get better overview of its performance and robustness


Monte Carlo analysis (or simulation) is a technique that can help you estimate the risk and profitability of your trading strategy more realistically - if the strategy is really working or if the backtest results were achieved by luck or curve fitting.

Why to use Monte Carlo analysis?
Historical results of a trading strategy give us some prediction of the future performance. By using Monte Carlo analysis you'll be able to make this predicion much more accurate.
To put it simply - Monte Carlo results will give you the estimated performance of your system based on statistics.
It can help you decide if your strategy is robust, what profit / drawdown you can expect from your strategy and if you should trade this strategy at all.

What is Monte Carlo analysis?
The basis of Monte Carlo method is running the same simulation a number of times, each time with small random changes. The higher the number of repetitions, the bigger is the statistical significance of the results.

Read more in our documentation: What is Monte Carlo analysis and why you should use it?.


Monte Carlo simulations are extendable

Every randomization possibility that is used in Monte Carlo is implemented as a simple code snippet.
If you want to create your own function that will manipulate with the trades you can do it simply in the embedded QuantEditor.



Feature - Equity Control Feature - What-If scenarios
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High Risk Investment Warning: Trading foreign exchange and/or contracts for differences on margin carries a high level of risk, and may not be suitable for all investors. The possibility exists that you could sustain a loss in excess of your deposited funds and therefore, you should not speculate with capital that you cannot afford to lose. Information provided is only general advice that does not take into account your objectives, financial situation or needs. It must not be construed as personal advice.