Free Trading Win-Rate & Expectancy Monte Carlo Simulator Online
Run 1,000 randomized Monte Carlo simulations of your trading strategy to discover worst-case consecutive losing streaks and risk of ruin. — 100% free online utility, zero sign-up, zero paywalls, and private client-side processing.
How It Works
Enter Strategy Win Rate
Input your historical percentage of winning trades (e.g. 50%).
Enter Risk-to-Reward Multiple
Input average win size relative to loss (e.g. 1.5R).
Set Risk Per Trade
Input percent of account risked per trade (e.g. 1% or 2%).
Run 1,000 Monte Carlo Iterations
Inspect statistical distribution of outcomes, max drawdown depth, and longest losing streak.
Frequently Asked Questions
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