Noise Test or MonteCarlo with Synthetic Data

Basically, the idea is to replicate this test, where the price history is changed, generating N time series to perform a Backtest on each one similar to Monte Carlo, the indicators are recalculated and the original system rules are tested, in order to Determine how tight the curve is to the strategy.


Similar to this test:
https://www.buildalpha.com/noise-test/


I was reviewing the current SQX montecarlo code and it does not act on OHLC, there is a very important difference there vs the test in BuildAlpha.