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Trading Equity Curve Simulator

Calculate compound returns for your trading strategy and win rate, using the Monte Carlo method.
How it works
The Monte Carlo method works by taking repeated samples of a probabilistic outcome, and then taking an average of the results.
When the simulation runs, a random number between 0 and 1 is generated for each data point. This number is then compared with the win rate to decide whether the trade was a win or a loss.
Because of the random element, the actual win rate of a sequence of trades can differ from the input - this is especially true for shorter sequences. The longer the sequence, the closer the results will be to the intended win rate (law of large numbers).
This is ideal because it gives a realistic view of the variance you might expect over a given time period (based on your trading frequency).
Simulation Settings
1
Win rate
R Multiple
Trades per sequence
Number of Sequences
Start balance
Risk
Compound
Win rate
R Multiple
Trades per sequence
Number of Sequences
Start balance
Risk
Compound
50%
3
000
100
00
4
$10,000.00
1%
There are no rows in this table
1
Include deposit/withdrawal
Period
Amount (+/-)
Unit
Include deposit/withdrawal
Period
Amount (+/-)
Unit
30
-10
%
There are no rows in this table
Run simulation
Results:
All / Average
i
Win rate:
47%
| PnL:
$13,597.49
| End balance:
$23,597.49
| Gain:
135.97%
Best winning streak:
6 trades
Worst losing streak:
5 trades
1
2
3
4
Metric
R
$
%
Metric
R
$
%
Pnl
88
$13,597.49
135.97%
Expectancy (per trade)
0.88
$135.97
0.88%
Max drawdown
-4.75
-$987.05
-4.69%
Deposits / withdrawals
$0.00
0%
There are no rows in this table


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Sequences
0
Trades
1

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