When I back test my strategy from aug 4, 08 to the present, i get a max drawdown of 57.10 points with 4552 trades. Then when I run a monte carlo simulation I get the chart attached. It says I have a 0% chance of loosing less than 66.6 points or at least a 1% chance of loosing less than 67 points. Am I ready this right? how is this possible ?
Thanks
tom
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