analyze_bootstrap_confidence
analyze_bootstrap_confidenceBootstrap closed-trade P&L to estimate confidence, drawdown risk, and top-trade dependency for a required experiment protocolId.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| seed | No | ||
| inputs | No | Optional input overrides as a JSON-stringified object, e.g. '{"SMA Length":14}'. Keys are Pine input names; values are number, string, or boolean. | |
| source | Yes | ||
| symbol | Yes | ||
| endDate | Yes | ||
| blockSize | No | Block length for the block bootstrap; defaults to ~cbrt(trades). | |
| startDate | Yes | ||
| timeframe | Yes | ||
| iterations | No | ||
| protocolId | Yes | Experiment protocol id returned by define_experiment_protocol for this exact bootstrap confidence check. | |
| sampleSize | No | ||
| caseStudyId | No | Optional: bind this call to one of your case studies. Defaults to the bound run's case study. | |
| trialsTested | No | Number of strategy configurations tested in this search; deflates Sharpe significance for selection bias (Deflated Sharpe Ratio). Default 1 = no deflation. | |
| researchRunId | No | Optional: bind this call to one of your existing research runs. Defaults to this session's most recent unfinished run. | |
| bootstrapMethod | No | Resampling scheme: 'iid' (default) resamples individual trades; 'block' resamples contiguous trade blocks to preserve serial correlation. | |
| confidenceLevel | No | ||
| mcpIdempotencyKey | No | Unique key for this logical action. Reuse it only when retrying the same arguments. Required for hosted trust-creating actions when no idempotency header is supplied. |