Question 1

What is Monte Carlo simulation?

Accepted Answer

Monte Carlo simulation uses random sampling based on your historical trading data to simulate thousands of possible future scenarios, helping evaluate the risk and return distribution of your strategy.

Question 2

How do I interpret Monte Carlo results?

Accepted Answer

Focus on the median return, maximum drawdown distribution, and ruin probability. If most simulations are positive with low ruin rate, your strategy shows robustness.

Mô phỏng Monte Carlo

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Mô phỏng Monte Carlo

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