Hello,
please confirm that my assumptions are correct:
Assuming no position sizing, the reason why the final equity varies with each Monte Carlo run is because of this from the documentation:
This random set contains the same number of trades, they are ordered randomly and some original trades may be skipped and some used more than once (permutation with repetition, or random sampling with replacement).
If there were no repetitions or skips, the final equity would be the same across all Monte Carlo runs.
Are these assumptions correct?