What If Simulation is a fast and flexible cross-check introduced in Build 129. It allows users to simulate hypothetical execution scenarios without performing a new backtest.

Purpose

This tool applies predefined scenarios to the existing trade list from the main backtest to observe how strategy performance changes under alternate conditions, such as:

• Missing profitable trades
• Limiting trade execution to specific days or hours

How It Works

• Scenarios are applied to the original trade list, without re-running a backtest.
• Modifications include:
  • Randomly skipping trades
  • Limiting trades to selected weekdays
  • Simulating partial trade execution

Because it does not require re-simulation, this cross-check is extremely fast.

Filtering Support

You can configure filters to automatically reject strategies that deteriorate significantly in What If scenarios.

Example:

Filter out any strategy where What If Net Profit < 80% of original Net Profit.

Viewing Results

What If simulation results are visible in:

• Equity Chart
• List of Trades
• Overview Tab

This allows direct visual and metric comparison between the original and simulated outcomes.