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Monte Carlo Trading Simulator
Your win rate and reward:risk don't give you one outcome, they give you a range. Set your edge, hit simulate, and see what it can actually produce over hundreds of possible futures.
A Monte Carlo simulation runs the same strategy many times over, shuffling the trades into a different random order each run. Instead of a single equity curve you get the whole range of results the same edge could realistically produce.
How it works
Set your win rate, reward:risk and risk per trade, then hit Simulate. The tool plays your strategy out hundreds of times in random order and shows the full range of results, so you see the realistic spread instead of one lucky backtest.
Your edge
Why one backtest lies to you
A single backtest is just one path your strategy happened to take. Shuffle the same trades into a different order and the equity curve, the drawdown and even whether you end up profitable can change completely. A Monte Carlo simulation runs your edge hundreds of times to reveal the whole distribution of outcomes, not one flattering example.
The blue line is the median outcome. The shaded band is the range from the unlucky (5th percentile) to the lucky (95th) run with the exact same inputs. If the red '-50%' line gets touched too often, your risk per trade is too high, even with a positive expectancy.
Frequently asked
How many simulations do I need?
A few hundred runs already reveal the shape of the distribution. More runs mainly smooth the extremes, so 300 to 500 is plenty for a clear picture.
Why does the median matter more than the average?
The median is the middle outcome, so half of all runs did better and half did worse. It is a more honest expectation than an average that a few lucky runs can inflate.
Stop guessing your numbers. Build the strategy, backtest it on real years of data, and see your real edge, no code.
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