// toolkit * features
hover to preview * click to select * open to use
// 01 * monte-carlo
Monte Carlo
Stress-test a backtest against the alternative histories it could have produced. Trade reshuffling for trade logs; simple and block bootstrap for return series. Outputs a fan of paths, percentile bands, and a drawdown distribution — so a good-looking equity curve has to prove it survived perturbation, not just luck.
Interactive Monte Carlo equity simulation with stat bar, run button, and hoverable percentile bands. Statistics include expectancy with confidence interval, Sharpe and Sortino ratios, Probabilistic and Deflated Sharpe Ratios, skew and kurtosis. Bands shown: 50% IQR, 80%, 90%, and 98%. Hovering over a band reveals its name and PnL range at the cursor's day. The Run button animates the simulation day by day.
+0.13%[-0.02% → +0.28%]1.341.910.8920.6170.213.18
// hover bands for PnL rangesDay 0 / 60
p25-p75
$2,140 — $4,890
Open Monte Carlo/monte-carlo