Best caseP90
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Status—
Failure / horizon—
Max drawdown—
Longest loss streak—
Trades (W / L)—
Target reached—
Monte Carlo / Fixed risk
Fixed Risk Simulator
Run hundreds of trade sequences using the same statistical edge. Compare best, median and worst paths, estimate when a portfolio could fail, and test step-up turnover cycles.
Sequence-aware simulationPercentiles from independent bot paths
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 path · P90Median path · P50Worst path · P10
Hover or tap to inspect any bot path and its P/LLog scale · months
Three outcome cases
Cases are selected by final-balance percentile, not hand-picked paths.
Median caseP50
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Status—
Failure / horizon—
Max drawdown—
Longest loss streak—
Trades (W / L)—
Target reached—
Worst caseP10
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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 median is the central path; the P10 case shows a plausible poor sequence and the P90 case shows a favourable sequence.