SimulationResult

Aggregated results from all Monte Carlo simulation runs. Contains percentile distributions for each key metric plus equity curve bands.

type SimulationResult {
  finalBalance: SimulationDistributionStats
  totalReturn: SimulationDistributionStats
  maxDrawdown: SimulationDistributionStats
  sharpeRatio: SimulationDistributionStats
  sortinoRatio: SimulationDistributionStats
  profitFactor: SimulationDistributionStats
  winRate: SimulationDistributionStats
  riskOfRuin: Float
  equityCurves: [SimulationEquityCurveBand!]
  iterationsCompleted: Int
  computationTimeMs: Float
}

Fields

SimulationResult.finalBalance ● SimulationDistributionStats object

SimulationResult.totalReturn ● SimulationDistributionStats object

SimulationResult.maxDrawdown ● SimulationDistributionStats object

SimulationResult.sharpeRatio ● SimulationDistributionStats object

SimulationResult.sortinoRatio ● SimulationDistributionStats object

SimulationResult.profitFactor ● SimulationDistributionStats object

SimulationResult.winRate ● SimulationDistributionStats object

SimulationResult.riskOfRuin ● Float scalar

Probability of losing more than riskOfRuinThreshold% of capital (0.0-1.0)

SimulationResult.equityCurves ● [SimulationEquityCurveBand!] list object

Equity curve percentile bands, one per configured confidence level

SimulationResult.iterationsCompleted ● Int scalar

SimulationResult.computationTimeMs ● Float scalar

Member Of

Simulation object