# Monte Carlo Artifact Summary

- Run ID: `c7b03ff89ef9400e82616457ab34bcd9`
- 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: `0.636`
- 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: `50.112`
- Take rate: `0.16113183279742765`
- Mean total PnL: `12.99952209573066`
- Median total PnL: `12.169558560654329`
- Sharpe: `0.8665717133563796`
- Risk of Ruin (%): `1.2`
- SQN: `8.665717133563795` (Holy Grail)
- Win Rate: `0.2797958030085283`

## 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`
