This simulator creates 1,000 alternate realities (Monte Carlo simulations) based on the rules you set. It answers the question “If my strategy’s stats remain exactly as they were in the past, what are the possible paths my equity curve could take?”. Adjust your win rate, risk per trade, and AvgWin/AvgLoss (payoff ratio) on the left. The charts and metrics below will update to reveal the probable range of your potential profits, as well as your risk of facing severe losing streaks.
Parameters
Gross Exposure: 10.0%
Time Horizon: 25 Years, 0 Months
Metric
High (99th %ile)
Median (50th %ile)
Low (1st %ile)
CAGR
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Max Drawdown
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MAR Ratio
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Disclaimer: This simulator is intended strictly for educational and illustrative purposes. It does not constitute financial or investment advice. Theoretical simulations and past performance do not guarantee future results. Real-world trading involves significant risks—including slippage, liquidity constraints, and unforeseen market events—that may not be fully captured by this mathematical model. Never invest money you cannot afford to lose.