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Trading Equity Curve Simulator
Trading Equity Curve Simulator
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Trading Equity Curve Simulator

Calculate compound returns for your trading strategy and win rate, using the Monte Carlo method.
TradeRunner

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

Win rate
R Multiple
Trades per sequence
Number of Sequences
Start balance
Risk
Compound
1
50%
4
000
144
00
12
$14,000.00
2%
There are no rows in this table
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Include deposit/withdrawal
Period
Amount (+/-)
Unit
1
30
-10
%
There are no rows in this table
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Run simulation
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Results:
All / Average
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i
⁠
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Win rate:
51.16%
⁠
| PnL:
$62,813.33
⁠
| End balance:
$76,813.33
⁠
| Gain:
448.67%
⁠
Best winning streak:
7 trades
⁠
Worst losing streak:
7 trades
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Metric
R
$
%
1
Pnl
224.33
$62,813.33
448.67%
2
Expectancy (per trade)
1.56
$436.20
1.21%
3
Max drawdown
-6.5
-$1,820.00
-5.54%
4
Deposits / withdrawals
​
$0.00
0%
There are no rows in this table
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Sequences
⁠
Trades
1
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