ErgodicLabs · Edge Matrix v1.0
Monte Carlo Robustness Report
Generated 2026-06-03 00:53 UTC
Report ID MCR-20260603-448004
Simulations 1,000
Method Bootstrap (with replacement)
Portfolio (4 strategies)GBPUSD, USDCAD, USDCHF, AUDUSDH1Portfolio1,083 trades · 61.3% WR · PF 1.82 · Net $46,842
PORTFOLIO COMPOSITION — 4 STRATEGIES
| # | STRATEGY | SYMBOL | TF | TRADES |
| 1 | Apex EA 7.0 MT5 | GBPUSD | H1 | 247 |
| 2 | Apex EA 7.0 MT5 | USDCAD | H1 | 376 |
| 3 | Apex EA 7.0 MT5 | USDCHF | H1 | 203 |
| 4 | Apex EA 7.0 MT5 | AUDUSD | H1 | 257 |
Robustness Score
73
/ 100
Grade B+
ROBUST
DD Correlation Score (0 – 60 pts)
Position
3.7 / 20
Spread
11.4 / 20
Predictability
17.7 / 20
Pattern Analysis (0 – 40 pts)
MG Indicator
40.0 / 40
Integrity
Penalty multiplier
100.0 / 100
01
Simulation Outcomes
Profitable
100.0%
1,000 / 1,000
MC Median
$57,246
final balance
Luck Factor
-0.15σ
result vs mean
Percentile Rank
49.0%
original vs sims
Coeff. Variation
23.1%
σ / mean
02
Drawdown Confidence Levels
Original DD
5.2%
historical backtest
50% Confidence
7.0%
median simulated path
95% Confidence
11.2%
stress-test reference
99% Confidence
14.2%
tail risk scenario
03
Risk of Ruin
| −5% | 93.6% | High | |
| −10% | 8.8% | Low | |
| −20% | 0.0% | Negligible | |
| −30% | 0.0% | Negligible | |
| −50% | 0.0% | Negligible | |
| −75% | 0.0% | Negligible |
04
Integrity Assessment
No integrity flags detected.
05
Results Explained
Portfolio (4 strategies) · 1,083 trades · 1,000 sims
RISK MULTIPLIER
0.47x
LOT SCALING FACTOR
Monte Carlo simulations indicate drawdown could reach 11.19% at the 95th percentile — approximately 2.1x the original 5.24%. A proportional adjustment to 0.47x position size would align these levels. Users should evaluate based on their own risk tolerance.
Formula: Original DD (5.24%) ÷ 95% CI DD (11.19%) = 0.47x
OVERALL ASSESSMENT
Validation Result: 73/100 (B+)
Portfolio (4 strategies) presents a generally acceptable statistical profile under the historical conditions analyzed. Across 1,000 reshuffled simulations of 1,083 trades, indicators fell within normal ranges. No evidence of recovery-based risk mechanisms was detected (MG: 0.92×). A drawdown gap of 2.1× was observed between the original backtest (5.2%) and the 95th percentile of simulations (11.2%), suggesting the backtest result may have been influenced by the specific trade ordering. Independent investigation and additional testing are recommended before committing capital based on these results.
DRAWDOWN ANALYSIS
The backtest recorded a 5.2% maximum drawdown. Across reshuffled simulations, 95% showed drawdowns up to 11.2% — approximately 2.1x the original. This is somewhat higher than the commonly observed range for this type of analysis.
RISK MULTIPLIER
The risk multiplier is 0.47x, derived from the ratio of original drawdown to the 95th percentile simulated drawdown. This metric suggests that simulated drawdowns exceeded the backtest figure. Position sizing adjustments may affect drawdown characteristics — users should evaluate this based on their own risk tolerance.
ErgodicLabs.co · Edge Matrix v1.0
Statistical analysis only — not financial advice
Statistical analysis only — not financial advice
All statistics computed from 1,000 full simulation paths
Bootstrap (with replacement)
Bootstrap (with replacement)