Research workspace

Monte Carlo Sandbox

Use your own trade-return sequence to see how order and short runs of outcomes can affect simulated terminal capital and drawdown.

Choose the sequence and resampling rule

Enter one net percentage return per closed trade. These are sample inputs, not EdgeTheory or market results.

Trade returns (%)Separate 5–10,000 values with commas, spaces or line breaks. Returns must be above −100%. The total across all runs is capped at 2,000,000 sampled returns to keep calculations responsive.

Import trade returns from CSVUse one numeric column, or a return header such as return_pct, net_return_percent or TradingView’s Net P&L %. Values are percentages. The file is read in your browser and is not uploaded.

Starting capital (USDT)

Simulation runsWith the current 12 returns, up to 5,000 runs fit within the two-million sample budget.

Resampling method

Block length (trades)

Random seed

Simulated outcomes

Ending capital across resampled paths, shown as percentiles.

Run the sandbox to see a seeded distribution. Results update only when you run it again.

What the two methods assume

Independent trade bootstrap

Samples each trade outcome independently with replacement. It keeps the observed return distribution but breaks the order and local clustering of wins and losses.

Moving block bootstrap

Samples consecutive circular blocks with replacement. This keeps short runs of neighbouring trade outcomes together; it does not preserve every long-range dependency or make the sample representative of future markets.

The paths compound the supplied per-trade returns in sequence. Fees, funding and slippage are included only if you already included them in those returns. This sandbox does not estimate a strategy’s expected return.

These tools explain calculations and historical evidence under the assumptions shown. They are not forecasts, trading advice or proof of future performance.