diff --git a/docs/notebooks/6. Training a Model.ipynb b/docs/notebooks/6. Training a Model.ipynb
index 7c7b2bd..63d1ddd 100644
--- a/docs/notebooks/6. Training a Model.ipynb	
+++ b/docs/notebooks/6. Training a Model.ipynb	
@@ -25,7 +25,7 @@
     "import pandas as pd\n",
     "import pybroker\n",
     "from numba import njit\n",
-    "from pybroker import Strategy, YFinance"
+    "from pybroker import Strategy, StrategyConfig, YFinance"
    ]
   },
   {
@@ -194,7 +194,8 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "strategy = Strategy(YFinance(), '3/1/2017', '3/1/2022')\n",
+    "config = StrategyConfig(bootstrap_sample_size=100)\n",
+    "strategy = Strategy(YFinance(), '3/1/2017', '3/1/2022', config)\n",
     "strategy.add_execution(None, ['NVDA', 'AMD'], models=model_slr)"
    ]
   },
@@ -388,7 +389,7 @@
      "output_type": "stream",
      "text": [
       "\n",
-      "Calculating bootstrap metrics: sample_size=1000, samples=10000...\n",
+      "Calculating bootstrap metrics: sample_size=100, samples=10000...\n",
       "Calculated bootstrap metrics: 0:00:02 \n",
       "\n",
       "Finished backtest: 0:00:03\n"
@@ -446,7 +447,7 @@
        "    <tr>\n",
        "      <th>0</th>\n",
        "      <td>trade_count</td>\n",
-       "      <td>129.000000</td>\n",
+       "      <td>43.000000</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>1</th>\n",
@@ -461,160 +462,165 @@
        "    <tr>\n",
        "      <th>3</th>\n",
        "      <td>total_pnl</td>\n",
-       "      <td>33879.000000</td>\n",
+       "      <td>11293.000000</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>4</th>\n",
-       "      <td>total_return_pct</td>\n",
-       "      <td>33.879000</td>\n",
+       "      <td>unrealized_pnl</td>\n",
+       "      <td>-2814.000000</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>5</th>\n",
-       "      <td>total_profit</td>\n",
-       "      <td>59796.000000</td>\n",
+       "      <td>total_return_pct</td>\n",
+       "      <td>11.293000</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>6</th>\n",
-       "      <td>total_loss</td>\n",
-       "      <td>-25917.000000</td>\n",
+       "      <td>total_profit</td>\n",
+       "      <td>19932.000000</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>7</th>\n",
+       "      <td>total_loss</td>\n",
+       "      <td>-8639.000000</td>\n",
+       "    </tr>\n",
+       "    <tr>\n",
+       "      <th>8</th>\n",
        "      <td>total_fees</td>\n",
        "      <td>0.000000</td>\n",
        "    </tr>\n",
        "    <tr>\n",
-       "      <th>8</th>\n",
+       "      <th>9</th>\n",
        "      <td>max_drawdown</td>\n",
-       "      <td>-18151.000000</td>\n",
+       "      <td>-14177.000000</td>\n",
        "    </tr>\n",
        "    <tr>\n",
-       "      <th>9</th>\n",
+       "      <th>10</th>\n",
        "      <td>max_drawdown_pct</td>\n",
-       "      <td>-15.898222</td>\n",
+       "      <td>-12.417448</td>\n",
        "    </tr>\n",
        "    <tr>\n",
-       "      <th>10</th>\n",
+       "      <th>11</th>\n",
        "      <td>win_rate</td>\n",
        "      <td>76.744186</td>\n",
        "    </tr>\n",
        "    <tr>\n",
-       "      <th>11</th>\n",
+       "      <th>12</th>\n",
        "      <td>loss_rate</td>\n",
        "      <td>23.255814</td>\n",
        "    </tr>\n",
        "    <tr>\n",
-       "      <th>12</th>\n",
+       "      <th>13</th>\n",
        "      <td>winning_trades</td>\n",
-       "      <td>99.000000</td>\n",
+       "      <td>33.000000</td>\n",
        "    </tr>\n",
        "    <tr>\n",
-       "      <th>13</th>\n",
+       "      <th>14</th>\n",
        "      <td>losing_trades</td>\n",
-       "      <td>30.000000</td>\n",
+       "      <td>10.000000</td>\n",
        "    </tr>\n",
        "    <tr>\n",
-       "      <th>14</th>\n",
+       "      <th>15</th>\n",
        "      <td>avg_pnl</td>\n",
        "      <td>262.627907</td>\n",
        "    </tr>\n",
        "    <tr>\n",
-       "      <th>15</th>\n",
+       "      <th>16</th>\n",
        "      <td>avg_return_pct</td>\n",
        "      <td>4.588837</td>\n",
        "    </tr>\n",
        "    <tr>\n",
-       "      <th>16</th>\n",
+       "      <th>17</th>\n",
        "      <td>avg_trade_bars</td>\n",
        "      <td>26.534884</td>\n",
        "    </tr>\n",
        "    <tr>\n",
-       "      <th>17</th>\n",
+       "      <th>18</th>\n",
        "      <td>avg_profit</td>\n",
        "      <td>604.000000</td>\n",
        "    </tr>\n",
        "    <tr>\n",
-       "      <th>18</th>\n",
+       "      <th>19</th>\n",
        "      <td>avg_profit_pct</td>\n",
        "      <td>8.635455</td>\n",
        "    </tr>\n",
        "    <tr>\n",
-       "      <th>19</th>\n",
+       "      <th>20</th>\n",
        "      <td>avg_winning_trade_bars</td>\n",
        "      <td>20.515152</td>\n",
        "    </tr>\n",
        "    <tr>\n",
-       "      <th>20</th>\n",
+       "      <th>21</th>\n",
        "      <td>avg_loss</td>\n",
        "      <td>-863.900000</td>\n",
        "    </tr>\n",
        "    <tr>\n",
-       "      <th>21</th>\n",
+       "      <th>22</th>\n",
        "      <td>avg_loss_pct</td>\n",
        "      <td>-8.765000</td>\n",
        "    </tr>\n",
        "    <tr>\n",
-       "      <th>22</th>\n",
+       "      <th>23</th>\n",
        "      <td>avg_losing_trade_bars</td>\n",
        "      <td>46.400000</td>\n",
        "    </tr>\n",
        "    <tr>\n",
-       "      <th>23</th>\n",
+       "      <th>24</th>\n",
        "      <td>largest_win</td>\n",
        "      <td>2715.000000</td>\n",
        "    </tr>\n",
        "    <tr>\n",
-       "      <th>24</th>\n",
+       "      <th>25</th>\n",
        "      <td>largest_win_bars</td>\n",
        "      <td>2.000000</td>\n",
        "    </tr>\n",
        "    <tr>\n",
-       "      <th>25</th>\n",
+       "      <th>26</th>\n",
        "      <td>largest_loss</td>\n",
        "      <td>-5054.000000</td>\n",
        "    </tr>\n",
        "    <tr>\n",
-       "      <th>26</th>\n",
+       "      <th>27</th>\n",
        "      <td>largest_loss_bars</td>\n",
        "      <td>43.000000</td>\n",
        "    </tr>\n",
        "    <tr>\n",
-       "      <th>27</th>\n",
+       "      <th>28</th>\n",
        "      <td>max_wins</td>\n",
        "      <td>13.000000</td>\n",
        "    </tr>\n",
        "    <tr>\n",
-       "      <th>28</th>\n",
+       "      <th>29</th>\n",
        "      <td>max_losses</td>\n",
        "      <td>2.000000</td>\n",
        "    </tr>\n",
        "    <tr>\n",
-       "      <th>29</th>\n",
+       "      <th>30</th>\n",
        "      <td>sharpe</td>\n",
-       "      <td>0.005986</td>\n",
+       "      <td>0.020121</td>\n",
        "    </tr>\n",
        "    <tr>\n",
-       "      <th>30</th>\n",
+       "      <th>31</th>\n",
        "      <td>profit_factor</td>\n",
-       "      <td>1.025191</td>\n",
+       "      <td>1.079581</td>\n",
        "    </tr>\n",
        "    <tr>\n",
-       "      <th>31</th>\n",
+       "      <th>32</th>\n",
        "      <td>ulcer_index</td>\n",
-       "      <td>1.409153</td>\n",
+       "      <td>1.195682</td>\n",
        "    </tr>\n",
        "    <tr>\n",
-       "      <th>32</th>\n",
+       "      <th>33</th>\n",
        "      <td>upi</td>\n",
-       "      <td>0.002833</td>\n",
+       "      <td>0.007973</td>\n",
        "    </tr>\n",
        "    <tr>\n",
-       "      <th>33</th>\n",
+       "      <th>34</th>\n",
        "      <td>equity_r2</td>\n",
-       "      <td>0.082263</td>\n",
+       "      <td>0.740368</td>\n",
        "    </tr>\n",
        "    <tr>\n",
-       "      <th>34</th>\n",
+       "      <th>35</th>\n",
        "      <td>std_error</td>\n",
        "      <td>3945.320465</td>\n",
        "    </tr>\n",
@@ -624,41 +630,42 @@
       ],
       "text/plain": [
        "                      name          value\n",
-       "0              trade_count     129.000000\n",
+       "0              trade_count      43.000000\n",
        "1     initial_market_value  100000.000000\n",
        "2         end_market_value  108479.000000\n",
-       "3                total_pnl   33879.000000\n",
-       "4         total_return_pct      33.879000\n",
-       "5             total_profit   59796.000000\n",
-       "6               total_loss  -25917.000000\n",
-       "7               total_fees       0.000000\n",
-       "8             max_drawdown  -18151.000000\n",
-       "9         max_drawdown_pct     -15.898222\n",
-       "10                win_rate      76.744186\n",
-       "11               loss_rate      23.255814\n",
-       "12          winning_trades      99.000000\n",
-       "13           losing_trades      30.000000\n",
-       "14                 avg_pnl     262.627907\n",
-       "15          avg_return_pct       4.588837\n",
-       "16          avg_trade_bars      26.534884\n",
-       "17              avg_profit     604.000000\n",
-       "18          avg_profit_pct       8.635455\n",
-       "19  avg_winning_trade_bars      20.515152\n",
-       "20                avg_loss    -863.900000\n",
-       "21            avg_loss_pct      -8.765000\n",
-       "22   avg_losing_trade_bars      46.400000\n",
-       "23             largest_win    2715.000000\n",
-       "24        largest_win_bars       2.000000\n",
-       "25            largest_loss   -5054.000000\n",
-       "26       largest_loss_bars      43.000000\n",
-       "27                max_wins      13.000000\n",
-       "28              max_losses       2.000000\n",
-       "29                  sharpe       0.005986\n",
-       "30           profit_factor       1.025191\n",
-       "31             ulcer_index       1.409153\n",
-       "32                     upi       0.002833\n",
-       "33               equity_r2       0.082263\n",
-       "34               std_error    3945.320465"
+       "3                total_pnl   11293.000000\n",
+       "4           unrealized_pnl   -2814.000000\n",
+       "5         total_return_pct      11.293000\n",
+       "6             total_profit   19932.000000\n",
+       "7               total_loss   -8639.000000\n",
+       "8               total_fees       0.000000\n",
+       "9             max_drawdown  -14177.000000\n",
+       "10        max_drawdown_pct     -12.417448\n",
+       "11                win_rate      76.744186\n",
+       "12               loss_rate      23.255814\n",
+       "13          winning_trades      33.000000\n",
+       "14           losing_trades      10.000000\n",
+       "15                 avg_pnl     262.627907\n",
+       "16          avg_return_pct       4.588837\n",
+       "17          avg_trade_bars      26.534884\n",
+       "18              avg_profit     604.000000\n",
+       "19          avg_profit_pct       8.635455\n",
+       "20  avg_winning_trade_bars      20.515152\n",
+       "21                avg_loss    -863.900000\n",
+       "22            avg_loss_pct      -8.765000\n",
+       "23   avg_losing_trade_bars      46.400000\n",
+       "24             largest_win    2715.000000\n",
+       "25        largest_win_bars       2.000000\n",
+       "26            largest_loss   -5054.000000\n",
+       "27       largest_loss_bars      43.000000\n",
+       "28                max_wins      13.000000\n",
+       "29              max_losses       2.000000\n",
+       "30                  sharpe       0.020121\n",
+       "31           profit_factor       1.079581\n",
+       "32             ulcer_index       1.195682\n",
+       "33                     upi       0.007973\n",
+       "34               equity_r2       0.740368\n",
+       "35               std_error    3945.320465"
       ]
      },
      "execution_count": 11,
@@ -712,34 +719,34 @@
        "    <tr>\n",
        "      <th rowspan=\"3\" valign=\"top\">Log Profit Factor</th>\n",
        "      <th>97.5%</th>\n",
-       "      <td>-0.295939</td>\n",
-       "      <td>0.230177</td>\n",
+       "      <td>-1.192473</td>\n",
+       "      <td>0.114899</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>95%</th>\n",
-       "      <td>-0.244621</td>\n",
-       "      <td>0.190217</td>\n",
+       "      <td>-1.192473</td>\n",
+       "      <td>-0.001504</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>90%</th>\n",
-       "      <td>-0.190077</td>\n",
-       "      <td>0.146544</td>\n",
+       "      <td>-1.104707</td>\n",
+       "      <td>-0.133840</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th rowspan=\"3\" valign=\"top\">Sharpe Ratio</th>\n",
        "      <th>97.5%</th>\n",
-       "      <td>-0.065667</td>\n",
-       "      <td>0.059654</td>\n",
+       "      <td>-0.303638</td>\n",
+       "      <td>-0.010800</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>95%</th>\n",
-       "      <td>-0.055891</td>\n",
-       "      <td>0.049016</td>\n",
+       "      <td>-0.303638</td>\n",
+       "      <td>-0.042949</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>90%</th>\n",
-       "      <td>-0.044904</td>\n",
-       "      <td>0.037764</td>\n",
+       "      <td>-0.303638</td>\n",
+       "      <td>-0.078839</td>\n",
        "    </tr>\n",
        "  </tbody>\n",
        "</table>\n",
@@ -748,12 +755,12 @@
       "text/plain": [
        "                            lower     upper\n",
        "name              conf                     \n",
-       "Log Profit Factor 97.5% -0.295939  0.230177\n",
-       "                  95%   -0.244621  0.190217\n",
-       "                  90%   -0.190077  0.146544\n",
-       "Sharpe Ratio      97.5% -0.065667  0.059654\n",
-       "                  95%   -0.055891  0.049016\n",
-       "                  90%   -0.044904  0.037764"
+       "Log Profit Factor 97.5% -1.192473  0.114899\n",
+       "                  95%   -1.192473 -0.001504\n",
+       "                  90%   -1.104707 -0.133840\n",
+       "Sharpe Ratio      97.5% -0.303638 -0.010800\n",
+       "                  95%   -0.303638 -0.042949\n",
+       "                  90%   -0.303638 -0.078839"
       ]
      },
      "execution_count": 12,
@@ -804,23 +811,23 @@
        "  <tbody>\n",
        "    <tr>\n",
        "      <th>99.9%</th>\n",
-       "      <td>-55216.50</td>\n",
-       "      <td>-40.780992</td>\n",
+       "      <td>-14837.00</td>\n",
+       "      <td>-13.108652</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>99%</th>\n",
-       "      <td>-42949.50</td>\n",
-       "      <td>-33.320717</td>\n",
+       "      <td>-11073.50</td>\n",
+       "      <td>-9.822489</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>95%</th>\n",
-       "      <td>-33154.75</td>\n",
-       "      <td>-26.928774</td>\n",
+       "      <td>-8393.25</td>\n",
+       "      <td>-7.575274</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>90%</th>\n",
-       "      <td>-28447.50</td>\n",
-       "      <td>-23.517172</td>\n",
+       "      <td>-7263.25</td>\n",
+       "      <td>-6.592774</td>\n",
        "    </tr>\n",
        "  </tbody>\n",
        "</table>\n",
@@ -829,10 +836,10 @@
       "text/plain": [
        "         amount    percent\n",
        "conf                      \n",
-       "99.9% -55216.50 -40.780992\n",
-       "99%   -42949.50 -33.320717\n",
-       "95%   -33154.75 -26.928774\n",
-       "90%   -28447.50 -23.517172"
+       "99.9% -14837.00 -13.108652\n",
+       "99%   -11073.50  -9.822489\n",
+       "95%    -8393.25  -7.575274\n",
+       "90%    -7263.25  -6.592774"
       ]
      },
      "execution_count": 13,