Every program's rules encoded precisely, stamped with an as-of date, never changed silently.

Trailing-drawdown semantics are the most misunderstood mechanism in the industry, and firms revise rules often. A simulation against last year's rules is worse than no simulation — precision and freshness are the whole product.
You compare programs on their actual mechanics instead of their marketing, and you see instantly how a rule difference — trailing versus static, a consistency cap, a time limit — changes outcomes for a trader like you.
All outputs are descriptive probabilities of scenarios you define — educational tool, not investment advice.