Monte Carlo Trade Simulator
Paste your closed trades and find out how much of your track record is skill and how much is luck. Runs 10,000 resamples two ways: reshuffling which trades happened, and the order they happened in.
Why one backtest isn't enough
A backtest or a live record is a single path through a set of trades. Change which trades happened, or just the order they came in, and the equity curve looks different. Monte Carlo resampling runs that shuffle thousands of times so you can see the range of outcomes your edge could plausibly produce, not just the one you got.
The chance-of-loss number is the honest one to watch. A strategy that made money in your test but loses in 30% of resamples is leaning on luck. We hold our own published strategies to a 15% ceiling on this, and it fails plenty of them.
The order test matters because drawdown depends on sequence. The same trades with the losers clustered together produce a deeper dip. If your real drawdown sat near the bottom of the pack, your track record is flattering the strategy.
We run this on every strategy before we publish it.
See the strategies that passed, and the ones that didn't.