Monte Carlo settings define stochastic robustness testing for strategies.

;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; 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

• 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

• 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.

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