Monte Carlo simulation Forex

[DepthTrade]

I am wondering if someone could enter the following information in a Monte
Carlo simulator for me. I have found many on the internet, but they all ask for a purchase after I download it. If you can please make 30 passes and adjust any parameters you think necessary to increase odds.

129 wins 75 losses, 63% win probability.
Average win +1.10%
Average loss -0.76%
Win ratio 1.45
Risk per trade 2%
Account size $30,000

One variable I am trying to quantify is that I am focusing on the 14 major pairs, so sometimes 1 pairs meets my parameters and other times 14 will meet my parameters. So I am trading a max leverage of 30k each position, my positioning is any where from 30k to 420k. That's the one variable, when I have 14 positions on, is that 1 diversified position or 14 individual trades.

If I group my trading into any time I have trades on whether it is 1 or 14 and consider those individual trades that just happen to be diversified, I have the following number.
18 wins 23 losses, 78% win probability.
average win +0.57%
average loss -0.37%
win ratio 1.54
risk per trade 2% to 28% depending on whether I am holding 1 or 14 pairs.

Any information or suggestions will be much appreciated.
Thank you.

 

[Gotcha]

This is your lucky day!

https://readtheprospectus.wordpress.com/2009/04/02/monte-carlo-trade-system-simulator/

Its a free speadsheet, the only limitation is that the number of trades is set to 200, and the target and stop is set to fixed values, not percentages, so there wouldn't be compounding. Other than this, its excellent and real eye opener.

 

[DepthTrade]

This is your lucky day!

https://readtheprospectus.wordpress.com/2009/04/02/monte-carlo-trade-system-simulator/

Its a free speadsheet, the only limitation is that the number of trades is set to 200, and the target and stop is set to fixed values, not percentages, so there wouldn't be compounding. Other than this, its excellent and real eye opener.

Thanks, will check it out when I return home to a computer.

 

[DepthTrade]

I checked it, I have already downloaded it, it then asked for a purchase fee to edit it.

 

[Gotcha]

I checked it, I have already downloaded it, it then asked for a purchase fee to edit it.

I have been using it for a while and never been asked to donate. Maybe download the current version on the website? It might be different than what you have.

 

[2rosy]

from random import randint
account=30000
accum=[]
for i in range(30):
    risk = .02 * account
    r = randint(1,100)
    if r<=63:
        account += risk * 1.11
    else:
        account -= risk * 1.0076
    accum.append(account)

 

[DepthTrade]

This is your lucky day!

https://readtheprospectus.wordpress.com/2009/04/02/monte-carlo-trade-system-simulator/

Its a free speadsheet, the only limitation is that the number of trades is set to 200, and the target and stop is set to fixed values, not percentages, so there wouldn't be compounding. Other than this, its excellent and real eye opener.

Downloaded it again, it said "macros not enabled" purchase to enable editing.

 

[DepthTrade]

from random import randint
account=30000
accum=[]
for i in range(30):
    risk = .02 * account
    r = randint(1,100)
    if r<=63:
        account += risk * 1.11
    else:
        account -= risk * 1.0076
    accum.append(account)

Thanks for the effort, but I don't know what to do with this.

 

[Gotcha]

Downloaded it again, it said "macros not enabled" purchase to enable editing.

Not sure why you are having problems. The macros message might have to do with security from Excell and I had to approve them before it let me make changes.

Here is a screen capture putting in your parameters. I used $110 as the ave. win and -$76 as the ave. loss since it doesn't do percentages. Used your 30 simulations as well, and I did this twice to show you the difference. All in all, seems like a pretty damn good system.