Topic: Monte Carlo test and its implication

If the "Randomly close position" is unchecked. one will have a better result from the simulation.
Hence it implied when close position is "fix" the live result will be more similar to the backtesting.

When I look back at my strategies that perform well in demo as well as in live trading, the close logic are either Take Profit or Trailing Stop Limit. The TP should not be too low from the SL figure, else if you are stop out too many times in a row, it will break your account, off course it should not have too many consecutive losses in the backtesting.

Re: Monte Carlo test and its implication

"Randomly close position" test simulates a broker's issue that may result in a unexpected  position close at any time.

Re: Monte Carlo test and its implication

But with TP there is only one point where the open position will close, no matter what the issue with the broker is, unless it hit the SL.