Free tool · No login required
Monte Carlo Simulator
Test your trading edge. Simulate 100s or 1000s of outcomes to measure risk of ruin and equity distribution.
Simulator
Define your trading plan and risk parameters.
Results
Risk metrics from your simulations.
- Median Final Balance
- P10 Balance
- P90 Balance
- Ruin Probability
- Avg Max Drawdown
- Expectancy
Final Balance Distribution
This chart shows how frequently each final balance range appears across all simulations.
Fill inputs and simulate to see risk metrics and balance distribution.
Common Risk Mistakes
- Ignoring drawdown risk because average trade is profitable.
- Running too few simulations (100 vs. 1000).
- Setting ruin threshold too high (0% instead of 10-20%).
- Assuming historical win rate persists in live trading.
FAQ
What is probability of ruin?
The likelihood your account hits your ruin threshold given 1000s of random trade orderings.
Why does P10 look bad?
P10 is the worst 10% of outcomes. Small sample sizes amplify variance.