How it works
The simulator models a simple strategy: each trade wins with your win rate and gains the risk per trade × the risk-reward ratio, or it loses the risk per trade. Risk is a fixed percentage of current equity, so gains and losses compound. With the default values (50% win rate, risk-reward ratio 1 : 2, 1% risk, 200 trades) it plays the same rules 300 times, each time in a new random order.
How to read it: results are a percentage of starting capital, so 100% means break-even. The median is the middle outcome; the mean is pulled up by a few very good runs. The 5% – 95% range shows where 90% of runs ended. Median max drawdown is the typical worst drop from a previous high within a run. Share profitable counts runs that ended at or above 100%, and risk of ruin counts runs that at some point fell below 50% of starting capital. “Run again” draws new random sequences.
Limits: trades are independent, and every win and loss has exactly the size you enter. Real strategies have streaks, changing markets, fees, slippage and losses larger than planned. The simulation does not check whether your win rate and risk-reward ratio are realistic; it only shows how much results can vary by chance if they are. To see how long a drawdown takes to recover, try the drawdown recovery calculator.