Monte Carlo simulator
Stress-test a strategy across hundreds of random outcomes to understand its real risk profile
Strategy metrics
90%
Win rate
1%99%
Historical winning percentage.
$100
Risk per trade
$10$1000
Dollars lost on a losing trade.
1:2
Risk / reward
1:11:9
Reward = $200 won on a win.
$2,000
Max drawdown
$100$8000
Max equity drop you want to tolerate.
Recommended risk per trade (keeps your reward ratio, targets max drawdown)
$140
Simulation settings
$
Account size at the start of the run.
100
10500
20
560
Equity curve (20 sims)
PERFORMANCE SPREAD
Best
/
Worst
=
1.37x
Best run
Worst run
All simulations
Risk analysis
$140
Recommended risk / trade
$53.00
Expectancy (avg $/trade)
6.30
Profit factor (gross profit/loss)
2.00
Sharpe ratio (full run)
< 1%
Risk of ruin (approximate)
24.9
Avg max win streak
1.7
Avg max loss streak
Figures are estimated from 500 Monte Carlo runs of your inputs. Simulated performance does not guarantee future results.