run_monte_carlo
Resample trades from a saved backtest result to assess risk via Monte Carlo simulation, returning ruin probability, equity percentiles, and drawdown distribution.
Instructions
Run a Monte Carlo simulation from a saved backtest result (resamples its trades).
Prerequisite: a saved result (run_backtest/run_optimize with save) — result_id =
strategy_id or run_id. simulations defaults to 1000. Returns ruin probability, equity
percentiles, and drawdown distribution for risk assessment.
Long-running: reports progress to capable clients; has an execution timeout.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result_id | Yes | ||
| simulations | No |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| ok | Yes | ||
| data | Yes | ||
| error | Yes |