CHEZUR LAB · EXPERIMENT 01
Explore how outcomes change.
A reproducible lab for costs and variation: change an assumption, inspect the outcome and explain its limits with synthetic trades.
The same sequence, a different cost
These twelve fictional trades keep exactly the same gross outcomes. Only the total cost per trade changes. Compare the net outcome and the largest decline from a cumulative peak, starting at zero.
What you can inspect
Net outcome = sum of gross points − trade count × cost. The average divides net by twelve. Maximum drawdown compares each cumulative value with its prior peak, including the initial zero. This authored sample does not estimate future returns.
Before moving the control
Predict when the total outcome turns negative. Check your answer and explain why a small per-trade change can alter the conclusion for the whole sample. Then review what this model omits: variable executions, position size and sample selection.
All values are in synthetic points.
| Trade | Gross | Net | Cumulative |
|---|---|---|---|
| 1 | 4 | 3 | 3 |
| 2 | -3 | -4 | -1 |
| 3 | 6 | 5 | 4 |
| 4 | -2 | -3 | 1 |
| 5 | 1 | 0 | 1 |
| 6 | -4 | -5 | -4 |
| 7 | 5 | 4 | 0 |
| 8 | -2 | -3 | -3 |
| 9 | 3 | 2 | -1 |
| 10 | -3 | -4 | -5 |
| 11 | 7 | 6 | 1 |
| 12 | -2 | -3 | -2 |