SIMULATIONRISK_ANALYSIS

Monte Carlo Simulator

Simulate thousands of trading scenarios to stress-test your strategy. Adjust parameters and see probability distributions for returns, drawdowns, and ruin risk.

Simulation Parameters

Quick Presets

Starting Capital

Win Rate

Average Win

% of stake

Average Loss

% of stake

Position Size

% of capital

Expected Value/Trade:-34.00%

Kelly Criterion:0.0%

What Monte Carlo Answers

Will I be profitable?% sims ending +

How much can I make?Median & P90

Worst case?P5 (VaR)

Can I go broke?% hit $0

Max drawdown?DD distribution

SIMULATIONRISK_ANALYSIS

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