With `EndDate = 20220202;`

Quote

Monte Carlo Analysis... Median AR 1244%
Win 204$ MI 22.29$ DD 4.31$ Capital 20.25$
Trades 3015 Win 60.5% Avg +67.5p Bars 114
AR 1321% PF 1.65 SR 9.85 UI 1% R2 0.00


Without `EndDate = 20220202;`

Quote

Monte Carlo Analysis... Median AR 1081%
Win 202$ MI 21.89$ DD 5.57$ Capital 22.71$
Trades 3030 Win 60.4% Avg +66.5p Bars 115
AR 1157% PF 1.64 SR 9.70 UI 1% R2 0.00


With `StartDate = 20220201`

Quote

Loss -2.51$ MI -18.11$ DD 2.71$ Capital 19.83$
Trades 43 Win 46.5% Avg -58.4p Bars 109
AR -1096% PF 0.44 SR -16.88 UI 100% R2 0.00

Last edited by Lapsa; 02/05/22 05:35.