Risk calculations with visible assumptions
RiskKit is a free collection of trading calculators and simulations designed to help visitors examine position size, expectancy, loss sequences and portfolio paths before taking risk.
The tools produce educational estimates from inputs you choose. They do not connect to a broker, place trades, provide signals or promise profitable results. Broker contract details and live execution can differ from the model.
How the tools are built
Each calculator states its inputs and underlying assumptions alongside the result. Position sizing depends on your account risk, price distance and the instrument's contract value. Expectancy reduces an assumed average win and loss to an average R per trade. The losing-streak tool assumes independent outcomes at a constant win rate. The Monte Carlo tools sample many possible sequences and apply a fixed-risk or fractional-Kelly sizing rule after each trade.
Those simplifications matter. A positive expectancy does not make the next 100 trades profitable. A Monte Carlo outcome is a conditional scenario, not a forecast. A calculated stop-loss amount does not guarantee the broker will fill at that price.
Read the methods before relying on a number
The Monte Carlo guide explains monthly equity boundaries, individual outcome cases and the chosen ruin floor. The losing-streak guide separates the chance of the next run of losses from the chance of a run anywhere in a trading horizon. Both include worked examples and model limits.
For prices and contract specifications, use your broker's current information as the final reference. The homepage's exchange-rate feed is a reference conversion, not an executable trading quote.
Publisher and editorial responsibility
RiskKit publishes the calculators, explanatory guides and model-based research on this website. Questions about the tools, sources, corrections or privacy can be sent to celltinod@gmail.com. RiskKit is an educational calculator project; it does not operate a brokerage or provide personalised investment advice.
Our guides explain the assumptions behind the tools and use worked examples rather than presenting simulated outcomes as actual trading performance. The 5,000-path position-sizing study publishes its inputs, results, source script and downloadable data so readers can reproduce the comparison. External references are linked where used. A citation explains the source of a method or statement; it does not imply endorsement of RiskKit.
Verification and data limits
Our implementation checks cover fixed-cash and percentage sizing, turnover resets, Kelly caps and zero exposure, ruin thresholds, reproducible seeds, chart boundaries and calculator arithmetic. Reference-rate checks cover unavailable providers, incomplete or stale data, and currency conversion. These checks help find software errors; they do not certify a trading strategy or guarantee future results.
Historical data has a stated cutoff and is refreshed with site releases. It should not be assumed to include today's market prices. Daily reference exchange rates are distinct from live executable quotes. Before using a result, check the input assumptions, data date and your broker's contract specifications.
Corrections and feedback
If an explanation is unclear or a calculation seems wrong, email celltinod@gmail.com with the page URL and inputs needed to reproduce it. Do not send account credentials. A useful report identifies the expected result and the source or arithmetic behind it. We use reports to reproduce the issue and correct affected calculations or explanations. Our Privacy Policy explains what the website handles when you use it.