Monte Carlo Strategy Simulator
Run probabilistic backtests for user-built strategies from the Artemis strategy workspace. The simulator samples historical trade outcomes to forecast equity paths, terminal distribution, and drawdown risk under configurable execution assumptions.
Backtest Engine
Risk & Drawdown
Strategy Workspace Linked
Strategy whose linked simulator closed trades will be sampled. Needs at least a few closed trades for meaningful output.
Simulation Engine
Bootstrap randomly reorders trades. Block Bootstrap preserves win/loss streaks (recommended). Gaussian fits a normal curve — best for large trade sets.
Number of randomised equity curves to generate. 1000–2000 gives stable statistics; higher values are slower but more accurate.
How many trades each simulated path runs. Set this to your expected forward trade count to simulate future performance.
Only applies to Block Bootstrap. Number of consecutive trades sampled together to preserve streak patterns. Typical range: 5–15.
Makes results reproducible — the same seed always produces identical paths. Change it to explore a different set of random scenarios.
Risk Thresholds
Starting account balance for each simulated path. Use your actual account size for realistic ruin and target-hit probability estimates.
Profit goal. The simulator reports the % of paths that reach this level — your probability of success at the chosen trade count.
A path is counted as ruined if equity drops below this value. Keep it above zero to measure catastrophic loss risk.
Multiplier on each trade's P&L. 1.0 = unchanged. Use 0.5 to simulate half-size trading, or 2.0 to see the impact of doubling it.
Cost Model
Execution slippage applied per trade. 1 basis point = 0.01% of trade value. 2–5 bps is typical for liquid instruments.
Flat commission deducted from each trade's P&L. Enter zero if your broker charges no flat fee.
Waiting for simulation input.
Equity Path Fan Chart
Sampled equity paths with percentile envelopes. Median and tail trajectories help evaluate likely and stressed outcomes for your selected strategy.
Terminal Equity Distribution
Histogram of ending equity across all paths.
Max Drawdown Distribution
Histogram of path-level max drawdowns for risk limits and capital stress testing.
Simulation Percentiles
Key distribution checkpoints for scenario planning and risk budgeting.
| Metric | Value |
|---|---|
| Run a simulation to populate percentile data. | |
Recent Trade Sample Used
Normalized trade rows from strategy or simulator sources feeding the current Monte Carlo run.
| Symbol | Side | Order Type | P/L | Return | Hold | Closed |
|---|---|---|---|---|---|---|
| No trade data found. Run a strategy backtest first. | ||||||