====== Monte Carlo ======

Monte Carlo settings define stochastic robustness testing for strategies.

<code ini>
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Monte Carlo                      ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;

enable_monte_carlo            = false
count_of_tests                =  20
valid_tests_percent           =  80

spread_max                    =  30

; Execution problems
slippage_max                  =  20
skip_entries_percent          =   2
skip_exits_percent            =   2
rand_close_percent            =   0

; Strategy variations
ind_params_change_probability =   0
ind_params_max_change_percent =  20
ind_params_min_delta_steps    =  20
rand_first_bar_percent        =  10

; Monte Carlo validation
mc_max_consecutive_losses     =   0
mc_max_drawdown_percent       =   0
mc_max_equity_drawdown        =   0
mc_max_stagnation_days        =   0
mc_max_stagnation_percent     =   0
mc_min_count_of_trades        = 100
mc_min_profit                 =  10
mc_min_profit_factor          =   0
mc_min_profit_per_day         =   0
mc_min_r_squared              =   0
mc_min_return_to_drawdown     =   0
mc_min_win_loss_ratio         =   0
</code>

===== Groups =====

  * General: ''enable_monte_carlo'', ''count_of_tests'', ''valid_tests_percent''
  * Spread and execution stress: ''spread_max'', ''slippage_max'', ''skip_entries_percent'', ''skip_exits_percent'', ''rand_close_percent''
  * Strategy variation stress: ''ind_params_change_probability'', ''ind_params_max_change_percent'', ''ind_params_min_delta_steps'', ''rand_first_bar_percent''
  * Validation thresholds: all ''mc_max_*'' and ''mc_min_*'' criteria


===== Notes =====

  * Set ''enable_monte_carlo = true'' to activate Monte Carlo testing.
  * ''count_of_tests'' controls how many tests are executed per strategy.
  * ''valid_tests_percent'' sets the required pass percentage.
  * ''mc_max_*'' and ''mc_min_*'' criteria are applied to Monte Carlo results.


===== Example profile =====

<code ini>
enable_monte_carlo   = true
count_of_tests       = 30
valid_tests_percent  = 80

spread_max           = 30
slippage_max         = 20

mc_max_drawdown_percent = 15
mc_min_profit_factor    = 1.1
</code>