ABCDEFGHIJKLMNOPQRSTUVWXYZ
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INPUTS IN LT. BLUE
Monte Carlo Simulator
$41,682.50 0.130.19092857141.432750952
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Base Starting Equity $10,000
RESULTS IN YELLOW
$58,570.00 0.070.67342857149.195871212
3
Stop Trading if Equity Drops Below $5,625Start EquityRuinMedian DrawdownMedian $ prof
Median Return
Return/DD
median (50% level) values
$63,672.50 0.070.819214285711.88819817
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# Trades, 1 Year167$10,00011%28.1%$15,488155%5.51profit50,940$54,187.50 0.110.54821428574.783572742
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System NameGen 3 - Mini S&P Only$12,5003%23.9%$15,675125%5.29drawdown0.11$61,217.50 0.060.749071428612.71426704
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$15,0001%21.3%$15,540104%4.95return0.46$52,865.00 0.100.51042857145.092493635
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$17,5000%18.8%$15,91491%4.72Ret/DD4.27$64,305.00 0.060.837285714312.91082553
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Inidivdual Trade Results
$20,0000%17.0%$15,82479%4.68$48,547.50 0.230.38707142861.659172919
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Profit/Loss$22,5000%15.6%$15,84570%4.42$48,762.50 0.090.39321428574.375801702
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($317.50)$25,0000%14.3%$16,07564%4.52
Columns to right are for
$41,467.50 0.200.18478571430.9332267456
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($892.50)$27,5000%12.9%$15,90358%4.36
the last simulation run,
$47,075.00 0.120.3452.923721374
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($155.00)$30,0000%12.4%$15,44351%4.23
row 14 in the yellow Results box
$61,262.50 0.100.75035714297.360884666
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$432.50 $32,5000%11.7%$15,78949%4.15$57,347.50 0.070.63858.79383855
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$282.50 $35,0000%10.7%$15,94046%4.27
Col W - final equity
$40,872.50 0.230.16778571430.7249138094
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($292.50)
Col X - max drawdown (.26 = 26%)
$38,292.50 0.140.094071428570.6758521661
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$32.50
Col Y - rate of return (.50 = 51%)
$64,285.00 0.040.836714285720.81749506
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$282.50
Col Z - Return/drawdown ratio
$43,215.00 0.160.23471428571.487407656
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$915.00 $50,510.00 0.150.44314285713.001545223
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$107.50 $55,387.50 0.060.582510.32108926
20
$665.00 $49,177.50 0.180.40507142862.203127933
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$495.00 $68,355.00 0.060.95316.407879
22
$795.00 $59,815.00 0.080.7098.904878558
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$732.50 $69,385.00 0.080.982428571412.03312542
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($1,390.00)$55,657.50 0.100.59021428576.101202706
25
$1,052.50 $47,552.50 0.160.35864285712.265990041
26
$595.00 $49,505.00 0.150.41442857142.684210536
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($55.00)$64,250.00 0.110.83571428577.748703917
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($55.00)$52,322.50 0.080.49492857145.864569398
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$345.00
www.kjtradingsystems.com
$46,852.50 0.150.33864285712.263793408
30
$195.00 $46,507.50 0.080.32878571433.946665383
31
$1,190.00 $67,042.50 0.070.915512.46789883
32
($992.50)$52,682.50 0.070.50521428577.137902759
33
$570.00 $54,705.00 0.150.5633.863854998
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($317.50)$40,047.50 0.200.14421428570.7279247891
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$1,157.50 $42,730.00 0.180.22085714291.250304547
36
$382.50 $61,137.50 0.080.74678571439.609375
37
($205.00)$48,137.50 0.110.37535714293.523455015
38
$457.50 $50,572.50 0.180.44492857142.540293969
39
$1,965.00 $41,620.00 0.130.18914285711.476318584
40
$790.00 $50,050.00 0.180.432.416910268
41
($242.50)$54,662.50 0.080.56178571437.476637378
42
($217.50)$47,595.00 0.180.35985714291.995514869
43
$1,740.00 $60,260.00 0.060.721714285712.85094198
44
($42.50)$34,395.00 0.25-0.01728571429-0.07055101496
45
$1,232.50 $45,730.00 0.140.30657142862.157957558
46
($442.50)$45,307.50 0.120.29452.458434783
47
$170.00 $51,870.00 0.080.4826.075556566
48
($67.50)$44,242.50 0.100.26407142862.712759401
49
($692.50)$31,012.50 0.25-0.1139285714-0.4613434998
50
$207.50 $53,492.50 0.130.52835714293.923501789
51
($492.50)$40,797.50 0.180.16564285710.9250927046
52
$657.50 $58,235.00 0.070.663857142910.05976245
53
$657.50 $76,202.50 0.061.17721428618.23381585
54
$370.00 $48,280.00 0.200.37942857141.883788228
55
$1,402.50 $49,712.50 0.110.42035714293.993603246
56
($92.50)$47,042.50 0.100.34407142863.546388874
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$1,327.50 $42,852.50 0.200.22435714291.116920894
58
($267.50)$41,350.00 0.150.18142857141.207836416
59
$270.00 $51,355.00 0.160.46728571432.995687801
60
($180.00)$43,377.50 0.160.23935714291.517733095
61
$90.00 $58,520.00 0.040.67216.45052734
62
$170.00 $50,692.50 0.120.44835714293.665807891
63
($230.00)$50,252.50 0.150.43578571432.918768377
64
($80.00)$47,397.50 0.080.35421428574.608270605
65
$320.00 $44,097.50 0.100.25992857142.55776022
66
$1,502.50 $45,850.00 0.160.311.926043478
67
$202.50 $42,825.00 0.140.22357142861.558973292
68
($455.00)$42,327.50 0.130.20935714291.632175702
69
($492.50)$40,272.50 0.150.15064285711.036053936
70
($217.50)$46,512.50 0.070.32892857144.770083737
71
($167.50)$56,177.50 0.110.60507142865.729604579
72
($367.50)$43,495.00 0.140.24271428571.785032312
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$532.50 $51,177.50 0.100.46221428574.508545534
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$915.00 $51,455.00 0.090.47014285714.984287316
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($2,135.00)$62,195.00 0.060.77712.13786434
76
($380.00)$47,695.00 0.100.36271428573.685759759
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$332.50 $53,605.00 0.080.53157142866.611696833
78
$7.50 $54,555.00 0.190.55871428572.931302764
79
$145.00 $53,462.50 0.080.52756.434153529
80
($567.50)$57,265.00 0.090.63614285716.91456301
81
$57.50 $48,787.50 0.100.39392857143.979705451
82
$232.50 $65,212.50 0.130.86321428576.650444691
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$420.00 $34,492.50 0.15-0.0145-0.09866550825
84
$245.00 $41,862.50 0.130.19607142861.523993432
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$320.00 $39,320.00 0.160.12342857140.7639089588
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($1,230.00)$40,805.00 0.140.16585714291.173866944
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$70.00 $49,432.50 0.140.41235714292.85653847
88
($1,347.50)$68,777.50 0.070.965071428614.7695131
89
($17.50)$43,055.00 0.130.23014285711.722142716
90
$982.50 $40,592.50 0.140.15978571431.169359453
91
($355.00)$37,230.00 0.190.063714285710.3333333333
92
$520.00 $51,860.00 0.100.48171428574.834408602
93
$132.50 $57,097.50 0.150.63135714294.141099393
94
($417.50)$29,065.00 0.33-0.1695714286-0.5066876561
95
($305.00)$66,445.00 0.070.898428571412.05785714
96
($217.50)$66,702.50 0.090.905785714310.52011211
97
($17.50)$45,125.00 0.150.28928571431.965515262
98
$665.00 $61,197.50 0.060.748511.80087019
99
($355.00)$48,410.00 0.230.38314285711.682455909
100
$215.00 $30,972.50 0.16-0.1150714286-0.7077012474