Monte Carlo Simulator
Run 500 randomized simulations of your strategy to see the full range of outcomes
Uses & Examples
When to Use This Tool
- Testing whether your strategy has a real edge before risking real capital
- Understanding the range of possible outcomes — not just the average
- Seeing how bad the worst-case drawdown could get with your parameters
- Comparing strategies: tweak win rate or avg win and see how outcomes shift
Worked Example
Worked Example
Starting balance: $10,000 | 55% win rate | 3% avg win | 2% avg loss
Run 500 simulations of 200 trades each
82% of simulations end profitable, median balance: $14,500
Your strategy has a statistical edge — but prepare for up to 15% drawdowns along the way