The MC test DD-related stats are totally overstating. The original is always worse than the absolute 100th percentile for DD stats. 10k iterations again and again. No way! I tried with 1k iterations, 10k i, sample exact, sample resample with and without skip trades.
R Exp and AR % look fine, just DD does not seem to be calculated properly in MC runs. Original has 9.12 RDD but 50th percentile has 32.5 RDD
I tried to attach the html report but says file too large. I'll try and find an email to send it to.