Monte Carlo Simulator
Simulate thousands of equity paths from win rate, R-multiples, and risk per trade. See median path, bands, and ruin risk.
Formula:each trade: +avgWinR·risk or −avgLossR·risk
Inputs
full run
45%
Results
Median final
$17,000.00
5th–95th final
$13,700.00 – $20,615.00
P(profit)
100%
Median max DD
7.07%
Ruin rate
0%
Mean final
$17,093.75
Equity bands (p5 / p50 / p95)
Preview uses up to 400 sims on the main thread; full run uses a Web Worker when available (max 5,000 sims).