# Monte Carlo Artifact Summary

- Run ID: `f1549ea6e9854c54bc94b01bd8fb33e2`
- Label: `btcusdtp_60_ema20return_53adbfa0fe73_rank_1_trial_0_annual`
- Run View: `annual_opportunity_projection`
- Simulation window source: `test_split_actual_duration`
- Simulations: `250`
- Optimal Threshold: `0.59`
- TEST window: `2024-11-25T15:00:00Z` → `2025-11-03T00:00:00Z`
- TEST date range: `2024-11-25` → `2025-11-03`
- Opportunities / simulation: `311.0`
- Executed trades / simulation: `100.672`
- Take rate: `0.3237041800643087`
- Mean total PnL: `21.94079818213421`
- Median total PnL: `20.92054382520297`
- Sharpe: `0.9337618633595158`
- Risk of Ruin (%): `8.0`
- SQN: `9.337618633595154` (Holy Grail)
- Win Rate: `0.27176772317130554`

## Plots
- `plots/appt_distribution_btcusdtp_60_ema20return_53adbfa0fe73_rank_1_trial_0_annual.png`
- `plots/mdd_distribution_btcusdtp_60_ema20return_53adbfa0fe73_rank_1_trial_0_annual.png`
- `plots/appt_vs_mdd_btcusdtp_60_ema20return_53adbfa0fe73_rank_1_trial_0_annual.png`
- `plots/equity_fan_btcusdtp_60_ema20return_53adbfa0fe73_rank_1_trial_0_annual.png`

## Tables
- `tables/summary_stats_btcusdtp_60_ema20return_53adbfa0fe73_rank_1_trial_0_annual.csv`
- `tables/diagnostics_btcusdtp_60_ema20return_53adbfa0fe73_rank_1_trial_0_annual.csv`

## Segmented Trading
- `tables/segmented_trading_calendar_year.csv`
- `tables/segmented_trading_calendar_quarter.csv`
- `tables/segmented_trading_calendar_month.csv`
- `tables/segmented_trading_hour_of_day.csv`
- `tables/segmented_trading_tables.json`
