SimulationConfigInput

Configuration for running a Monte Carlo simulation. All fields have sensible defaults and are optional except where noted.

input SimulationConfigInput {
  iterations: Int
  method: SimulationMethod
  initialCapital: Float
  confidenceLevels: [Float!]
  seed: String
  riskFreeRate: Float
  riskOfRuinThreshold: Float
  includeFees: Boolean
  feeRate: Float
  maxDrawdownThreshold: Float
}

Fields

SimulationConfigInput.iterations ● Int scalar

Number of simulation iterations (10-50000, default: 1000)

SimulationConfigInput.method ● SimulationMethod enum

Simulation method: TRADE_SHUFFLE, BOOTSTRAP, PARAMETRIC

SimulationConfigInput.initialCapital ● Float scalar

Starting capital (defaults to backtest initial capital)

SimulationConfigInput.confidenceLevels ● [Float!] list scalar

Percentile levels to compute (default: [5, 25, 50, 75, 95])

SimulationConfigInput.seed ● String scalar

Random seed for reproducibility (optional, string to support 64-bit values e.g. nanosecond timestamps)

SimulationConfigInput.riskFreeRate ● Float scalar

Annual risk-free rate as decimal (default: 0.0)

SimulationConfigInput.riskOfRuinThreshold ● Float scalar

Percentage loss defining 'ruin' (default: 50.0)

SimulationConfigInput.includeFees ● Boolean scalar

Include trade fees in simulation (default: true)

SimulationConfigInput.feeRate ● Float scalar

Override fee rate as decimal (optional, uses backtest rate by default)

SimulationConfigInput.maxDrawdownThreshold ● Float scalar

Alert threshold for maximum drawdown (optional)

Member Of

CreateSimulationInput input