Simulator — Monte Carlo
Paste your trade results in R multiples (one per line or comma-separated — wins positive, losses negative). No sequence? Generate a sample below and edit from there.
Thin lines = individual simulated paths. Bold lines = 5th percentile, median and 95th percentile. Each path resamples your own trade sequence with replacement — it assumes future trades behave like past ones, which is exactly what no simulation can guarantee. Drawdowns are measured peak-to-trough on equity.
How it works — Monte Carlo Strategy Simulator
Each simulated path draws random trades from your history, applies your fixed fractional risk, and compounds the results. Repeating that 100 times turns one lucky sequence into a distribution of outcomes — which is the honest way to see that a profitable average can still hide ruin-sized drawdowns. The formula per trade is simply equity × (1 + risk × R); everything else is sampling.
Questions traders actually ask
- What is an R multiple? — the profit or loss of a trade divided by the risk you took on it. A 2R win earned twice what you risked; a 1R loss lost exactly the planned risk.
- What does “risk of ruin” mean here? — the share of simulated paths whose equity ever falls to the drawdown limit you set. It is a property of size + edge + variance, not of bad luck.
- Why do results change between runs? — random resampling. Use more paths (up to 500) to settle the numbers.
Education only, never financial advice.