| median | p75 | p95 | p99 | worst |
|---|---|---|---|---|
| -2.33% | -2.82% | -3.79% | -4.61% | -6.74% |
Same trades, shuffled order — the drawdown you should be prepared for, not just the one that happened.
| side | entry | exit | qty | pnl | R | reason | bars |
|---|---|---|---|---|---|---|---|
| long | 3.034e+04 | 3.096e+04 | 0.342 | +191.04 | +1.47R | close | 72 |
| long | 3.035e+04 | 3.026e+04 | 0.429 | -54.43 | -0.42R | close | 26 |
| long | 3.043e+04 | 3.03e+04 | 0.383 | -62.73 | -0.48R | close | 34 |
| long | 3.092e+04 | 3.064e+04 | 0.244 | -75.68 | -0.57R | close | 18 |
| long | 3.137e+04 | 3.115e+04 | 0.314 | -80.02 | -0.60R | close | 21 |
| long | 3.483e+04 | 3.458e+04 | 0.278 | -78.29 | -0.59R | close | 19 |
| long | 3.598e+04 | 3.587e+04 | 0.396 | -59.64 | -0.44R | close | 55 |
| long | 3.583e+04 | 3.561e+04 | 0.233 | -60.70 | -0.45R | close | 29 |
| long | 3.555e+04 | 3.564e+04 | 0.188 | +9.00 | +0.07R | close | 27 |
| long | 3.604e+04 | 3.579e+04 | 0.316 | -92.31 | -0.68R | close | 10 |
| long | 3.52e+04 | 3.549e+04 | 0.48 | +151.94 | +1.13R | close | 26 |
| long | 3.49e+04 | 3.49e+04 | 0.323 | -12.40 | -0.09R | sl | 32 |
| long | 3.451e+04 | 3.441e+04 | 0.249 | -32.57 | -0.24R | close | 33 |
| long | 3.339e+04 | 3.443e+04 | 0.38 | +281.70 | +2.14R | tp | 106 |
| long | 3.268e+04 | 3.309e+04 | 0.326 | +153.53 | +1.18R | close | 39 |
| long | 3.13e+04 | 3.231e+04 | 0.168 | +174.95 | +1.36R | close | 82 |
| long | 2.938e+04 | 3.132e+04 | 0.194 | +275.86 | +2.20R | tp | 64 |
| long | 2.842e+04 | 2.935e+04 | 0.397 | +263.71 | +2.14R | tp | 61 |
| long | 2.802e+04 | 2.84e+04 | 0.221 | +76.67 | +0.63R | close | 70 |
| long | 3.949e+04 | 3.931e+04 | 0.331 | -72.44 | -0.59R | close | 51 |
| long | 3.854e+04 | 3.947e+04 | 0.389 | +253.90 | +2.11R | tp | 81 |
| long | 3.677e+04 | 3.811e+04 | 0.191 | +208.44 | +1.76R | close | 145 |
| long | 3.641e+04 | 3.634e+04 | 0.154 | -16.83 | -0.14R | close | 45 |
| long | 3.505e+04 | 3.643e+04 | 0.253 | +250.83 | +2.16R | tp | 75 |
| long | 3.418e+04 | 3.47e+04 | 0.133 | +63.88 | +0.55R | close | 101 |
| long | 3.282e+04 | 3.417e+04 | 0.251 | +244.02 | +2.16R | tp | 101 |
| long | 3.146e+04 | 3.279e+04 | 0.248 | +239.15 | +2.16R | tp | 158 |
| long | 3.17e+04 | 3.15e+04 | 0.405 | -95.86 | -0.86R | close | 25 |
| long | 3.399e+04 | 3.369e+04 | 0.281 | -95.07 | -0.85R | close | 28 |
| long | 3.533e+04 | 3.506e+04 | 0.222 | -67.84 | -0.60R | close | 16 |
| long | 3.936e+04 | 3.914e+04 | 0.171 | -45.31 | -0.40R | close | 36 |
| long | 3.795e+04 | 3.937e+04 | 0.234 | +239.25 | +2.15R | tp | 75 |
| long | 3.669e+04 | 3.752e+04 | 0.254 | +176.87 | +1.62R | close | 116 |
| long | 3.587e+04 | 3.636e+04 | 0.202 | +90.93 | +0.84R | close | 44 |
| long | 3.447e+04 | 3.584e+04 | 0.233 | +229.61 | +2.16R | tp | 87 |
| long | 3.396e+04 | 3.426e+04 | 0.226 | +59.84 | +0.57R | close | 54 |
| long | 3.262e+04 | 3.398e+04 | 0.228 | +223.67 | +2.16R | tp | 108 |
| long | 3.227e+04 | 3.244e+04 | 0.218 | +30.29 | +0.29R | close | 38 |
| long | 3.124e+04 | 3.188e+04 | 0.149 | +89.18 | +0.87R | close | 64 |
| long | 3.042e+04 | 3.123e+04 | 0.37 | +211.96 | +2.12R | tp | 47 |