0% found this document useful (0 votes)
207 views26 pages

StatOasis System Simulation Using Synthetic Data v2

This document shows the results of 300 simulated trades using a trading system. It provides details on the profit, loss, drawdown and other performance metrics of the system over the simulations.

Uploaded by

vanselim
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
207 views26 pages

StatOasis System Simulation Using Synthetic Data v2

This document shows the results of 300 simulated trades using a trading system. It provides details on the profit, loss, drawdown and other performance metrics of the system over the simulations.

Uploaded by

vanselim
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
You are on page 1/ 26

StatOasis Syst

Just edit the cells in Yellow to###


simulate different systems. Press

Equity Line with Dra


F9 for a new simulation
Min Win $ 50
Max Win $ 29,800
Win % 52.00% $700,000
W/L Ratio 2.00
Starting Capital $ 200,000
System Results Loss
Min Loss $ 25 $600,000
Max Loss $ 14,900
Aprox. PF 2.17
Aprox. Avg Trade $4,165.0
Ending Capital $ 4,027,074
Net Profit $ 3,827,074 $500,000
total profits $ 7,468,186
total losses $ (3,641,112)
Max DD -13.63%
Win % 51.2%
$400,000
Avg Win $ 14,586.3
Avg Loss $ (7,461.3)
Avg Trade $3,827.1
Profit Factor 2.05
Expectancy $ 7,584.40 $300,000
StDev $ 13,062.67
Expected Min 67% ($5,478)
Expected Max 67% $20,647
$200,000

$100,000

$-
1 3 5 7 9 11 13 15 17 19 21 23 25 27 29 31 33 35 37 39 41 43 45 47 4
#1 24572
###
#2 19787
###
#3 -6827
###
#4 15183
###
#5 -473
###
#6 -14143
###
#7 -14365
###
#8 4745
###
#9 8966
###
#10 -3836
###
#11 3008
###
#12 3339
###
#13 -13782
###
#14 8591
###
#15 26151
###
#16 -12015
###
#17 -3640
###
#18 -442
###
#19 20954
###
#20 ###
-94
#21 -10257
###
#22 -14091
###
#23 -1577
###
#24 -1275
###
#25 1083
###
#26 26749
###
#27 -7621
###
#28 -3478
###
#29 -12699
###
#30 -12495
###
#31 8267
###
#32 23805
###
#33 -14416
###
#34 ###
-73
#35 -4834
###
#36 3776
###
#37 -160
###
#38 21111
###
#39 -2094
###
#40 -12722
###
#41 -8048
###
#42 16793
###
#43 -13129
###
#44 -666
###
#45 22102
###
#46 1267
###
#47 13434
###
#48 20437
###
#49 24532
###
#50 26942
###
#51 28968
###
#52 16655
###
#53 -11671
###
#54 -5310
###
#55 29102
###
#56 -9453
###
#57 -14554
###
#58 -377
###
#59 26804
###
#60 20428
###
#61 -9247
###
#62 8508
###
#63 29350
###
#64 -100
###
#65 16698
###
#66 16954
###
#67 -4017
###
#68 3544
###
#69 -10671
###
#70 370
###
#71 -11792
###
#72 23278
###
#73 26055
###
#74 -3593
###
#75 -4745
###
#76 -489
###
#77 13532
###
#78 -9399
###
#79 25135
###
#80 9443
###
#81 21798
###
#82 12112
###
#83 -9872
###
#84 11737
###
#85 -3104
###
#86 -12782
###
#87 23082
###
#88 9638
###
#89 4641
###
#90 -9710
###
#91 -4232
###
#92 180
###
#93 -13852
###
#94 20625
###
#95 -10570
###
#96 -14010
###
#97 -13576
###
#98 20461
###
#99 -10119
###
#100 -10349
###
#101 3887
###
#102 6521
###
#103 -1809
###
#104 19369
###
#105 7001
###
#106 18353
###
#107 -162
###
#108 -13881
###
#109 12318
###
#110 28047
###
#111 1753
###
#112 -9877
###
#113 16449
###
#114 12348
###
#115 -11271
###
#116 14009
###
#117 13363
###
#118 24721
###
#119 3209
###
#120 20611
###
#121 -4224
###
#122 8020
###
#123 8787
###
#124 28476
###
#125 -767
###
#126 15549
###
#127 -9336
###
#128 -8962
###
#129 11562
###
#130 -12059
###
#131 -12947
###
#132 2170
###
#133 -2437
###
#134 3624
###
#135 -6136
###
#136 -14741
###
#137 19958
###
#138 -14763
###
#139 19218
###
#140 -8965
###
#141 28776
###
#142 -12328
###
#143 23967
###
#144 -8207
###
#145 -7254
###
#146 -10654
###
#147 27498
###
#148 -5118
###
#149 25343
###
#150 -9496
###
#151 -5620
###
#152 -10225
###
#153 -13055
###
#154 -12001
###
#155 26237
###
#156 12875
###
#157 -6526
###
#158 16881
###
#159 27775
###
#160 23087
###
#161 -14430
###
#162 17316
###
#163 -10558
###
#164 -14694
###
#165 -12306
###
#166 -6043
###
#167 -8003
###
#168 15872
###
#169 -2556
###
#170 10771
###
#171 27292
###
#172 3508
###
#173 -4843
###
#174 -11847
###
#175 -12986
###
#176 -13689
###
#177 -10303
###
#178 -1552
###
#179 3797
###
#180 13293
###
#181 11355
###
#182 1326
###
#183 19439
###
#184 5534
###
#185 -7960
###
#186 17341
###
#187 18400
###
#188 12517
###
#189 -1817
###
#190 5779
###
#191 28081
###
#192 -12770
###
#193 -5151
###
#194 27873
###
#195 -10935
###
#196 27380
###
#197 7639
###
#198 13012
###
#199 4575
###
#200 29700
###
#201 -14178
###
#202 8225
###
#203 -9079
###
#204 -7543
###
#205 -1797
###
#206 -10950
###
#207 -1532
###
#208 -3738
###
#209 -2964
###
#210 12072
###
#211 22244
###
#212 7992
###
#213 3935
###
#214 15801
###
#215 -6098
###
#216 -3093
###
#217 28372
###
#218 17475
###
#219 -5411
###
#220 -1445
###
#221 27344
###
#222 1595
###
#223 25953
###
#224 22246
###
#225 -4379
###
#226 -2152
###
#227 -10515
###
#228 27836
###
#229 26294
###
#230 28507
###
#231 7169
###
#232 12553
###
#233 -5083
###
#234 2410
###
#235 -10384
###
#236 2490
###
#237 -9401
###
#238 17541
###
#239 25772
###
#240 2273
###
#241 1556
###
#242 25818
###
#243 11451
###
#244 -5424
###
#245 -14029
###
#246 21100
###
#247 -10361
###
#248 -12450
###
#249 -1049
###
#250 12839
###
#251 12017
###
#252 14874
###
#253 4646
###
#254 -4296
###
#255 -2733
###
#256 -13548
###
#257 -10649
###
#258 -8652
###
#259 -534
###
#260 28262
###
#261 26284
###
#262 -8523
###
#263 -3364
###
#264 -2787
###
#265 -2415
###
#266 -1413
###
#267 23625
###
#268 8470
###
#269 9537
###
#270 16228
###
#271 -7414
###
#272 6330
###
#273 12198
###
#274 7210
###
#275 4248
###
#276 10817
###
#277 7403
###
#278 29247
###
#279 29343
###
#280 13612
###
#281 10034
###
#282 -2968
###
#283 -9217
###
#284 3890
###
#285 -6487
###
#286 -7813
###
#287 -10297
###
#288 11835
###
#289 -11708
###
#290 -3642
###
#291 -109
###
#292 27835
###
#293 6713
###
#294 29530
###
#295 4818
###
#296 3015
###
#297 -9263
###
#298 12972
###
#299 -3024
###
#300 -7760
###
#301 -8459
###
#302 18255
###
#303 21003
###
#304 11677
###
#305 -11466
###
#306 -2723
###
#307 7575
###
#308 -4567
###
#309 -3884
###
#310 -13300
###
#311 -2120
###
#312 -4228
###
#313 4811
###
#314 25300
###
#315 -361
###
#316 10537
###
#317 -5884
###
#318 26133
###
#319 -14310
###
#320 -14182
###
#321 -808
###
#322 -6040
###
#323 6592
###
#324 -5976
###
#325 2746
###
#326 -13270
###
#327 -696
###
#328 11657
###
#329 27275
###
#330 1080
###
#331 2728
###
#332 -13514
###
#333 5529
###
#334 -2727
###
#335 24620
###
#336 13751
###
#337 20287
###
#338 -6262
###
#339 -8365
###
#340 1966
###
#341 -9501
###
#342 -3547
###
#343 9896
###
#344 3733
###
#345 -12006
###
#346 26946
###
#347 -9963
###
#348 -10831
###
#349 11130
###
#350 -8955
###
#351 6356
###
#352 24464
###
#353 -4253
###
#354 -13965
###
#355 -14010
###
#356 24356
###
#357 -472
###
#358 -7381
###
#359 -1195
###
#360 -8614
###
#361 1200
###
#362 22530
###
#363 -9013
###
#364 -4924
###
#365 -5875
###
#366 2960
###
#367 6946
###
#368 10264
###
#369 3809
###
#370 -5583
###
#371 -2096
###
#372 -7387
###
#373 6602
###
#374 13191
###
#375 -14833
###
#376 26843
###
#377 1432
###
#378 353
###
#379 -8456
###
#380 4441
###
#381 19512
###
#382 27246
###
#383 -9236
###
#384 -8099
###
#385 11811
###
#386 -183
###
#387 -9157
###
#388 3340
###
#389 -12117
###
#390 25000
###
#391 28401
###
#392 -10530
###
#393 14998
###
#394 -203
###
#395 7001
###
#396 -11507
###
#397 4866
###
#398 -13630
###
#399 -6893
###
#400 13804
###
#401 18880
###
#402 8053
###
#403 6915
###
#404 -14654
###
#405 22300
###
#406 15045
###
#407 2292
###
#408 -7260
###
#409 -4505
###
#410 21541
###
#411 18365
###
#412 22174
###
#413 -663
###
#414 -8058
###
#415 11196
###
#416 4394
###
#417 18812
###
#418 -1217
###
#419 -7472
###
#420 8816
###
#421 -6253
###
#422 -6251
###
#423 15556
###
#424 -5830
###
#425 -13262
###
#426 14326
###
#427 25694
###
#428 9904
###
#429 7260
###
#430 -10413
###
#431 -2269
###
#432 1809
###
#433 -13461
###
#434 -6030
###
#435 -9825
###
#436 -4411
###
#437 13857
###
#438 1781
###
#439 -1227
###
#440 25032
###
#441 -8431
###
#442 2403
###
#443 4107
###
#444 1435
###
#445 -13745
###
#446 -2498
###
#447 28942
###
#448 24244
###
#449 562
###
#450 23746
###
#451 -6769
###
#452 -2666
###
#453 -11574
###
#454 3129
###
#455 -4012
###
#456 22939
###
#457 20787
###
#458 21877
###
#459 19525
###
#460 -12095
###
#461 -14649
###
#462 -2681
###
#463 -14603
###
#464 -7044
###
#465 25777
###
#466 -5905
###
#467 -134
###
#468 -11722
###
#469 17209
###
#470 9245
###
#471 15301
###
#472 -262
###
#473 -3700
###
#474 -2139
###
#475 4261
###
#476 -3227
###
#477 12507
###
#478 12214
###
#479 7147
###
#480 -13226
###
#481 -7921
###
#482 8194
###
#483 27203
###
#484 -354
###
#485 23217
###
#486 24070
###
#487 -6502
###
#488 -12597
###
#489 21632
###
#490 3316
###
#491 22243
###
#492 -803
###
#493 -6325
###
#494 -1238
###
#495 -14068
###
#496 29521
###
#497 -4500
###
#498 6319
###
#499 -3264
###
#500 -4357
###
#501 -14548
###
#502 7909
###
#503 5539
###
#504 -3858
###
#505 12192
###
#506 -2306
###
#507 12070
###
#508 -2953
###
#509 -9569
###
#510 13769
###
#511 9674
###
#512 19965
###
#513 19197
###
#514 -14371
###
#515 -9685
###
#516 26163
###
#517 -11870
###
#518 2777
###
#519 5549
###
#520 26348
###
#521 -5164
###
#522 -5708
###
#523 -6191
###
#524 -9168
###
#525 -12461
###
#526 3558
###
#527 -14462
###
#528 -5905
###
#529 -3378
###
#530 9301
###
#531 -4129
###
#532 -6118
###
#533 20127
###
#534 -13602
###
#535 23062
###
#536 -2918
###
#537 -7605
###
#538 -8017
###
#539 19806
###
#540 -108
###
#541 4428
###
#542 5405
###
#543 1965
###
#544 -1658
###
#545 19825
###
#546 -12696
###
#547 -13961
###
#548 -3815
###
#549 -2038
###
#550 11774
###
#551 12642
###
#552 29600
###
#553 -12851
###
#554 7922
###
#555 20532
###
#556 -12667
###
#557 4620
###
#558 25777
###
#559 20946
###
#560 -996
###
#561 -7768
###
#562 -3095
###
#563 17886
###
#564 27040
###
#565 5738
###
#566 -12020
###
#567 3019
###
#568 -13233
###
#569 15600
###
#570 -1229
###
#571 6311
###
#572 20395
###
#573 26144
###
#574 -8968
###
#575 17822
###
#576 27426
###
#577 5724
###
#578 23791
###
#579 -3419
###
#580 26660
###
#581 17998
###
#582 14962
###
#583 29293
###
#584 15539
###
#585 -5425
###
#586 -900
###
#587 12241
###
#588 16435
###
#589 11276
###
#590 28530
###
#591 -13399
###
#592 19905
###
#593 18874
###
#594 9066
###
#595 19016
###
#596 10728
###
#597 18607
###
#598 -1140
###
#599 3508
###
#600 -4818
###
#601 -5234
###
#602 16861
###
#603 -762
###
#604 -14466
###
#605 3014
###
#606 -14774
###
#607 -1592
###
#608 29431
###
#609 -6072
###
#610 1100
###
#611 21478
###
#612 12608
###
#613 -7558
###
#614 -9297
###
#615 -846
###
#616 -10523
###
#617 11946
###
#618 5777
###
#619 -1364
###
#620 -10049
###
#621 13568
###
#622 -457
###
#623 8310
###
#624 9354
###
#625 -1881
###
#626 6597
###
#627 6929
###
#628 15898
###
#629 14858
###
#630 -11383
###
#631 -7515
###
#632 -2271
###
#633 13615
###
#634 29590
###
#635 22119
###
#636 13069
###
#637 -13918
###
#638 -7443
###
#639 5510
###
#640 8283
###
#641 -1530
###
#642 17105
###
#643 28792
###
#644 -6965
###
#645 -6688
###
#646 2008
###
#647 9554
###
#648 -9416
###
#649 -14567
###
#650 -14108
###
#651 13081
###
#652 -1165
###
#653 -14624
###
#654 8251
###
#655 -2252
###
#656 -13332
###
#657 -11502
###
#658 -3568
###
#659 4393
###
#660 -14292
###
#661 13772
###
#662 25694
###
#663 -14374
###
#664 10376
###
#665 27251
###
#666 -877
###
#667 4587
###
#668 23649
###
#669 -1304
###
#670 -2057
###
#671 15679
###
#672 6060
###
#673 -7709
###
#674 19989
###
#675 -11112
###
#676 -7818
###
#677 1975
###
#678 27300
###
#679 -11674
###
#680 16923
###
#681 9582
###
#682 -174
###
#683 24421
###
#684 3253
###
#685 -11801
###
#686 16127
###
#687 -7419
###
#688 3231
###
#689 -7309
###
#690 8747
###
#691 -7353
###
#692 27485
###
#693 ###
-25
#694 -5060
###
#695 21338
###
#696 -5095
###
#697 15924
###
#698 27282
###
#699 -3032
###
#700 18622
###
#701 -4617
###
#702 22111
###
#703 9316
###
#704 -8113
###
#705 19653
###
#706 -2494
###
#707 10196
###
#708 -2593
###
#709 -10285
###
#710 -7217
###
#711 -2853
###
#712 -8851
###
#713 -2069
###
#714 -2331
###
#715 9296
###
#716 3290
###
#717 -10835
###
#718 8508
###
#719 -3913
###
#720 26251
###
#721 -11111
###
#722 3220
###
#723 22800
###
#724 26416
###
#725 -7032
###
#726 20634
###
#727 -3398
###
#728 26112
###
#729 10287
###
#730 24403
###
#731 12038
###
#732 -7043
###
#733 16790
###
#734 -6248
###
#735 12845
###
#736 10708
###
#737 -236
###
#738 16208
###
#739 10339
###
#740 18277
###
#741 -2382
###
#742 950
###
#743 17695
###
#744 -12338
###
#745 -13823
###
#746 -4265
###
#747 -525
###
#748 -5241
###
#749 -1513
###
#750 -3482
###
#751 -14681
###
#752 -6563
###
#753 -13331
###
#754 19089
###
#755 -13939
###
#756 3740
###
#757 21479
###
#758 16067
###
#759 -2510
###
#760 6852
###
#761 5001
###
#762 -9103
###
#763 -2568
###
#764 -9535
###
#765 -1480
###
#766 -13794
###
#767 24390
###
#768 27950
###
#769 21792
###
#770 -13749
###
#771 20033
###
#772 4844
###
#773 -2797
###
#774 -7249
###
#775 21191
###
#776 -12530
###
#777 15435
###
#778 -12057
###
#779 -9697
###
#780 -2509
###
#781 11562
###
#782 29377
###
#783 -5535
###
#784 -4325
###
#785 -9473
###
#786 2863
###
#787 -5909
###
#788 4416
###
#789 -4649
###
#790 -1626
###
#791 2664
###
#792 14524
###
#793 -4514
###
#794 -10811
###
#795 11152
###
#796 13469
###
#797 -14704
###
#798 23459
###
#799 ###
-69
#800 -3555
###
#801 -2305
###
#802 -10394
###
#803 -12848
###
#804 -14244
###
#805 -6527
###
#806 1361
###
#807 22514
###
#808 -11254
###
#809 -1680
###
#810 24334
###
#811 -12266
###
#812 -12378
###
#813 27192
###
#814 -3803
###
#815 20280
###
#816 -9246
###
#817 -6487
###
#818 -13762
###
#819 -13738
###
#820 -3145
###
#821 8375
###
#822 4795
###
#823 -9126
###
#824 -8739
###
#825 28456
###
#826 6621
###
#827 28000
###
#828 1405
###
#829 1958
###
#830 4246
###
#831 24814
###
#832 -737
###
#833 20918
###
#834 7628
###
#835 -12313
###
#836 28969
###
#837 -12594
###
#838 -6822
###
#839 -11716
###
#840 708
###
#841 6583
###
#842 15648
###
#843 4114
###
#844 26049
###
#845 -10161
###
#846 -7391
###
#847 -4903
###
#848 20898
###
#849 -5264
###
#850 29703
###
#851 -6536
###
#852 18836
###
#853 -7011
###
#854 15726
###
#855 23575
###
#856 -5043
###
#857 24835
###
#858 -6492
###
#859 -14695
###
#860 -3706
###
#861 22237
###
#862 18279
###
#863 -10829
###
#864 -12430
###
#865 5354
###
#866 -4147
###
#867 -6376
###
#868 23956
###
#869 -8884
###
#870 -7603
###
#871 -5885
###
#872 -9139
###
#873 -13163
###
#874 13936
###
#875 15906
###
#876 -7387
###
#877 -12606
###
#878 -7476
###
#879 2929
###
#880 -7146
###
#881 11715
###
#882 -12280
###
#883 21812
###
#884 -1056
###
#885 -10428
###
#886 29369
###
#887 -8011
###
#888 18433
###
#889 -5831
###
#890 6705
###
#891 -5620
###
#892 2192
###
#893 26124
###
#894 20506
###
#895 -12066
###
#896 2963
###
#897 126
###
#898 9107
###
#899 18445
###
#900 1555
###
#901 2288
###
#902 -10967
###
#903 9687
###
#904 2782
###
#905 -1725
###
#906 7666
###
#907 -8942
###
#908 20202
###
#909 -1459
###
#910 2359
###
#911 22166
###
#912 14911
###
#913 10494
###
#914 4326
###
#915 7639
###
#916 9769
###
#917 -10456
###
#918 -11352
###
#919 25239
###
#920 17842
###
#921 6412
###
#922 29215
###
#923 21660
###
#924 -3678
###
#925 -14779
###
#926 19520
###
#927 -6539
###
#928 -9649
###
#929 4892
###
#930 7438
###
#931 -5833
###
#932 20719
###
#933 7366
###
#934 1728
###
#935 -6022
###
#936 12605
###
#937 24028
###
#938 -138
###
#939 3900
###
#940 2814
###
#941 21904
###
#942 -13967
###
#943 6473
###
#944 -8724
###
#945 -6407
###
#946 15829
###
#947 -5942
###
#948 28096
###
#949 -13449
###
#950 -10234
###
#951 14729
###
#952 24446
###
#953 25691
###
#954 6418
###
#955 -11636
###
#956 -12325
###
#957 2280
###
#958 12437
###
#959 -10355
###
#960 8517
###
#961 -9804
###
#962 4952
###
#963 -12192
###
#964 288
###
#965 -11429
###
#966 -2946
###
#967 -6878
###
#968 -5256
###
#969 ###
69
#970 -10381
###
#971 -10626
###
#972 -11565
###
#973 13909
###
#974 22490
###
#975 -7567
###
#976 -7310
###
#977 -6394
###
#978 -13474
###
#979 -13978
###
#980 -7184
###
#981 -11411
###
#982 -9138
###
#983 -300
###
#984 15063
###
#985 22854
###
#986 -14289
###
#987 -11746
###
#988 -8776
###
#989 19681
###
#990 9142
###
#991 11764
###
#992 25265
###
#993 27657
###
#994 -447
###
#995 27871
###
#996 6193
###
#997 8790
###
#998 -5073
###
#999 15350
###
#1000 -11404
###
System Simulation using Synthetic Dat
Eq
with DrawDown, 100 trades
$4,500,000
0.00%

$4,000,000
-2.00%

$3,500,000

-4.00%

$3,000,000

-6.00%

$2,500,000

-8.00%

$2,000,000

-10.00%
$1,500,000

-12.00%
$1,000,000

-14.00%
$500,000

-16.00% $-
35 37 39 41 43 45 47 49 51 53 55 57 59 61 63 65 67 69 71 73 75 77 79 81 83 85 87 89 91 93 95 97 99 1 37 73 10
hetic Data
Equity Line with DrawDown, 1000
trades
$4,500,000 0%

$4,000,000
-2%

$3,500,000
-4%

$3,000,000

-6%

$2,500,000

-8%

$2,000,000

-10%

$1,500,000

-12%
$1,000,000

-14%
$500,000

$- -16%
1 37 73 109145181217253289325361397433469505541577613649685721757793829865901937973

You might also like