Monte Carlo Simulator
Randomizes your trade outcomes across thousands of alternative equity paths to show the realistic range of results, not just the single path a backtest happened to produce.
Risk of Ruin Calculator
The estimated probability your account draws down to your "ruin" level before your edge plays out, computed over 20,000 simulated trade sequences.
Enter your stats and calculate.
Assumes fixed-fractional sizing (risk recalculated on current balance each trade), independent outcomes, and constant win rate / R. Real markets exhibit streaks and regime change; treat these figures as estimates, not assurances. No outcome is guaranteed.
Position Size Calculator
Works out the position size that keeps a single trade's risk at a fixed percentage of your account, given your stop distance.
Most USD-quoted majors (EURUSD, GBPUSD, AUDUSD) run ~$10/pip per standard lot (100,000 units). JPY pairs, crosses, gold and indices differ, so check your broker's contract specs before using a value other than the default.
Educational calculation only, based on the figures you enter, not a recommendation to trade any product or size any position. Verify your broker's exact contract size and pip value before applying this to a live account.
This analysis ships with every build.
Every algorithm we deliver includes a full Monte Carlo and risk report as part of the validation stage.
Algorithm development