Updates for May 2026: Monte Carlo Simulation

What's new in Tradebreath: May 2026

Monte Carlo simulation is now built into performance reports.

Monte Carlo simulation

Every backtesting session now includes a Monte Carlo simulation, right inside the performance report.

You get two new charts: a fan curve that shows possible performance paths, and a histogram showing how likely each outcome is. Together they give you a much better sense of how stable your strategy really is.

You're in control too. Adjustable settings let you choose how big the simulation is—hundreds or thousands of random runs.

Why does this matter? A single backtest tells you what happened. Monte Carlo tells you how repeatable that result might be—so you can tell a real edge apart from a lucky run.

Open any backtesting session, head to the performance report, and try the new Monte Carlo module.