DISTRIBUTION SHAPE
The outcome distribution is right-skewed — the upside range ($183,822–$415,219) spans $231,396. Adverse scenarios are bounded closer to the starting balance than favourable ones.
DRAWDOWN PROFILE
The 95% confidence drawdown of −12.3% is the stress-test reference — the worst expected drawdown in 19 out of 20 simulated scenarios. The median path experiences materially lower drawdowns.
TRADE FREQUENCY CONTEXT
At 6.3 days per trade, the 116-trade projection spans approximately 24.5 months. Actual duration varies with market conditions — lower-frequency periods extend the timeline without changing the statistical distribution.
RESAMPLING METHOD
Simulations use percentage-based resampling of historical trade returns. This preserves the return distribution but assumes trade independence. Structural regime changes may produce outcomes outside the simulated range.