Strategy Engine audit, "Pro Scalper" preset
Setup:
Win Rate: 74%
Avg Win/Loss: $150 / $120
Regime: Sideways
Capital: $2,000 → $5,000 target
Slippage Tax: 0.2%, Missed Trades: ON
Result after 10,000+ permutations:
Robustness Score: 83 (Institutional-Elite tier: 80-100)
Risk of Ruin: 0.0%
Target Hit Probability: 100%
95% Probable Drawdown: $3,001
50% Loss Probability: 0.0%
BTC's still grinding sideways near 60K with Fear & Greed sitting in fear territory, exactly the kind of chop this Sideways-regime test was built to simulate.
A scalper edge that survives 10k randomized sequences in this environment isn't overfit to one clean equity curve.
Stress test before you size up.
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