Results
Net P&L
$18k
Profit Factortgt >1.65
1.82
Expectancytgt >$35
$41
Win Ratetgt ~78%
79.0%
Payoff Ratiotgt ~0.35
0.34
Max Drawdowntgt <12%
8.7%
Sharpetgt >1.5
1.73
Sortinotgt >2.0
2.14
Total Trades
447
353W / 94L
Return
18.4%
Equity Curve
Compounded account equity over 10 trading days
The engine simulates synthetic SPX, DJX and FX history (geometric Brownian motion + mean-reverting volatility) and applies your full strategy rules — VIX gateway, EMA trend alignment, delta placement, 50% TP, 2× stop-loss, and end-of-day flat.