Monte Carlo Simulator
See the range of possible outcomes for your strategy. Visualize best-case, worst-case, and median equity curves.
Inputs
Results
Median Final Balance
$34,834
Worst Case (5th %ile)
$21,655
Best Case (95th %ile)
$56,036
Median Max Drawdown
9.8%
Probability of Profit
100.0%
Probability of Ruin (<50%)
0.0%
Equity Fan Chart
What Is Monte Carlo Simulation?
Monte Carlo simulation runs your trading statistics through hundreds of randomized scenarios to show the full range of possible outcomes. Even with the same win rate and risk:reward, the sequence of wins and losses creates dramatically different equity curves.
The fan chart shows percentile bands: the dark inner region is where 50% of outcomes fall (25th-75th percentile), and the lighter outer region covers 90% of outcomes (5th-95th). The purple median line shows the typical path.
This matters because backtesting only shows one historical sequence. Monte Carlo analysis reveals whether your strategy is robust across many possible orderings of the same trades, helping you prepare for drawdowns that haven't happened yet.
Read more about surviving losing streaks and use the Risk of Ruin Calculator to calculate your exact probability of account failure.