Hmm... well as a disclaimer I did say I was "getting confused" so maybe this means I already "am confused" LOL. I am doing a Train now, but when that's done I'll go back and re-Test with and without the MonteCarlo settings. If there seems to be a discrepancy I'll post back here.

THANKS

Ok I did a side-by-side comparison. Does this look correct? I would like the metrics to all reflect the results at the chosen Confidence level, if possible.

The only difference between these 2 tests is that in the one "with-montecarlo" I've added these two lines in the script:
MonteCarlo = 2000;
Confidence = 95;