Back Room
Check your strategy before the market does.
Enter your own numbers and run thousands of possible futures of your strategy – expectancy, drawdowns, risk of ruin and more. Everything is calculated in your browser; nothing is stored or sent.
Edge Check: enter win rate, Reward : Risk, risk per trade and number of trades. The simulator plays through 5,000 possible trade sequences and shows expectancy, typical result, maximum drawdown, risk of ruin and longest losing streak – and whether your strategy beats the Cook, a trader with random entries.
Sizing Duel: which risk per trade suits your strategy? Set your maximum acceptable drawdown and the simulator finds the highest risk per trade that stays within it in 95 % of all runs – compared with 0.5 %, 1 %, 2 % and 5 %.
Prop Challenge: profit target, daily loss limit, maximum loss (static or trailing), time limit and fee. The simulator shows your chance of passing, what usually ends the challenge and which risk per trade gives the best odds.
Recovery Math: after a loss of 20 % you need +25 % to get back to break-even, after 50 % even +100 %. Enter your drawdown and strategy to see how many trades and weeks the way back typically takes – and what doubling the risk changes.
Educational simulation based on your inputs. Past or assumed statistics do not guarantee future results.
Frequently asked questions
What is a Monte Carlo simulation in trading?
Instead of a single backtest, thousands of random trade sequences are generated from your win rate and risk-reward ratio. You see the full range of outcomes – good runs, bad runs and everything in between – and how deep a drawdown can realistically get.
What win rate do I need for my risk-reward ratio?
The break-even win rate is 1 ÷ (1 + reward-to-risk), before costs. At 1 : 1 you need 50 %, at 2 : 1 about 33.3 %, at 3 : 1 just 25 %. Only what lies clearly above that is a real edge – the Edge Check compares it with the Cook, a trader with random entries.
How much should I risk per trade?
Many traders work with 0.5–2 % of the account per trade, but the right position size depends on your edge and on how deep a drawdown you can bear. The Sizing Duel finds the highest risk per trade that keeps the drawdown within your limit in 95 % of all simulations.
What is risk of ruin?
The probability of losing so much that the account is effectively finished – in this simulator: falling to half. Even a strategy with positive expectancy can be ruined if the position size is too large for the losing streaks it will inevitably have.
Why do I need +25 % after a 20 % drawdown?
The gain is calculated on the smaller account: 8,000 left of 10,000 needs 2,000 more – that is 25 %. After −30 % you need +43 %, after −50 % +100 %. The Recovery Math shows how many trades the way back typically takes.
How do I pass a prop firm challenge?
Most traders fail through oversizing, not a bad strategy: a few losses in a row hit the daily loss limit or the maximum (trailing) drawdown before the profit target is reached. A smaller risk per trade often raises the pass rate – the Prop Challenge shows which risk gives your numbers the best odds.