Monte Carlo Simulator

Here is a Monte Carlo simulator that you can use to determine your expectancy and to use as a point of reference when you have a draw down.
This will help traders so they can see if their expectancy is likely to be too high before they hit their max drawdown so you can be proactive in reducing your risk.

Monte Carlo Trading Analyzer

Simulate thousands of trading outcomes to understand your strategy's risk profile

Strategy Parameters

Win Rate (%) Average Winner (R) Average Loser (R) Number of Trades Simulations Run Simulation

Expected Results

Run simulation to see results

Drawdown Percentiles

Run simulation to see percentiles

Drawdown Distribution

How to Use This Tool

Enter your trading strategy parameters above and run the simulation. The tool will show you:

• Expected Results: What you can expect on average from your strategy
• Drawdown Percentiles: The range of drawdowns you might experience
• Distribution Chart: Visual representation of possible drawdown scenarios

Use the percentiles to set realistic expectations. For example, if the 95th percentile shows 15R, you have a 5% chance of experiencing a drawdown larger than 15R.