Best caseHighest finish
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Status—
Failure / horizon—
Max drawdown—
Longest loss streak—
Trades (W / L)—
Target reached—
Monte Carlo / Fixed risk
Fixed Risk Monte Carlo Simulator
Run hundreds of trade sequences using the same statistical edge. Compare best, median and worst boundaries, estimate when a portfolio could fail, and test step-up turnover cycles.
Sequence-aware simulationMonthly bounds across every bot path
Sizing comparison
Risk model1.00%fixed per turnover cycle
Risk of ruin—paths below the ruin floor
Chance of target—paths reaching the growth goal
Median final balance—at the horizon
Bot paths tested—independent trade sequences
All simulated equity paths
All botsBest case · Monthly maximumMedian case · Monthly medianWorst case · Monthly minimum
Hover or tap to inspect Best, Median and Worst onlyLog scale · months
Three outcome cases
Cards use the highest, middle and lowest final balances. Chart boundaries recalculate across every bot each month.
Median caseP50
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Status—
Failure / horizon—
Max drawdown—
Longest loss streak—
Trades (W / L)—
Target reached—
Worst caseLowest finish
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Status—
Failure / horizon—
Max drawdown—
Longest loss streak—
Trades (W / L)—
Target reached—
Purpose
See the path, not just the average.
A fixed-risk system can have positive expectancy and still experience a damaging sequence of losses. This simulator tests many possible orderings so you can inspect survival, drawdown and time-to-target together.
Turnover mode keeps cash risk fixed within a cycle, then increases the risk base only after the selected growth target is reached. Real fills, costs, correlated losses and changing market conditions are not modelled.
01
Describe the trading edge
Enter win rate and realised reward:risk from a sufficiently large trade sample.
02
Choose how risk scales
Use fixed cash per cycle for turnover planning, or a fixed percentage of current equity for continuous compounding.
03
Read all three cases
The chart shows the true monthly maximum, median and minimum across every bot. The cards summarize the highest, middle and lowest finishing bots.
Fixed-risk growth planning
Can fixed risk make you wealthy—and how long could it take?
Fixed-risk sizing does not manufacture profit. Its value is that it converts a measured trading edge into a repeatable loss limit, then tests whether the account can survive long enough for that edge to compound. The simulator estimates a range of possible balances and target dates from the assumptions you enter; it does not predict a guaranteed return.
Protect the capital that produces future returns
A profitable average can still include a long losing streak. Compare risk of ruin, the worst monthly boundary and maximum drawdown before focusing on the best finish. If the poor case would force you to stop trading, the risk setting is too large for the plan.
Estimate months and years from simulated paths
Set the target multiple and realistic trades per month. “Target reached” reports the first simulated month in which a case crosses that balance. Treat the median as a central scenario, then compare it with the best and worst cases to see how much the timeline can vary.
Test whether scaling risk improves the journey
Percentage risk compounds continuously with equity. Turnover mode holds cash risk constant until the chosen cycle target is reached, then resets the risk base. Compare both approaches with the same edge to see the trade-off between faster scaling and deeper drawdowns.
How to read a wealth target
If the median case reaches 5× capital in year 4 but the worst case never reaches it—or hits the ruin floor—then “four years” is not a promise. It is one scenario conditional on your win rate, reward:risk, trade frequency and risk setting remaining valid. A useful plan is one you could continue through the poor case without increasing risk to chase the target.
Continue learning
Fixed-risk and Monte Carlo guides.
Use these focused articles to validate the assumptions behind the simulation and build a risk plan around survival, not a single attractive outcome.
Original research · 12 min
How much risk per trade is too much? A 5,000-path study
Compare fixed cash, turnover, fixed fractional and fractional Kelly risk with a reproducible chart, source data and drawdown results.
Explore the study → Fixed risk · 8 minHow fixed-risk position sizing supports long-term compounding
Connect position size, loss limits, drawdown recovery and capital survival before increasing trade size.
Read the guide → Sequence risk · 7 minHow many losses in a row should your plan survive?
Translate a possible losing streak into account drawdown and a practical stop-trading threshold.
Read the guide → Position sizing · 8 minKelly Criterion vs fixed fractional position sizing
Compare a chosen risk percentage with an edge-based sizing formula and see where each can fail.
Read the comparison → Monte Carlo · 9 minHow to read equity paths, drawdown and risk of ruin
Understand what a Monte Carlo result can tell you—and what it cannot predict about live trading.
Read the guide →