Thanks jcl. I think I get it now!

But it leads to another question: Does it make sense to consider storing additional results from Test - for example the maximum risk as discussed above - basically a description of the Tested "world" - and then in real Trading compare the calculated values to these stored values to flag (perhaps via a pop-up) when the strategy is leaving its known "world" and entering a "new world", possibly requiring more Capital or needing some other attention?

Thanks.