Analyze your trading strategy's risk and potential outcomes
Drag & drop your CSV/Excel file here or click to browse
Supports: .csv, .xlsx, .xls (max 10MB)
filename.xlsx
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📋 Map Your Columns
⚙️ Simulation Settings
Hit ruin if equity drops below this % of starting capital
👥 Trader Risk Analysis
How many traders use this strategy
Position sizing relative to normal
How similar traders' results are
Running 0/10000 simulations...
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The Trading Truth Machine
Why use a Monte Carlo Simulation?
🎲 The Simple Explanation:
We take your past trades, put them in a bag, and shake them up. We then simulate thousands of different versions of your future to see if your account would survive the 'unluckiest' streaks.
The Bottom Line: A profitable strategy isn't enough. You need to know if you can survive the inevitable losing streaks. Monte Carlo simulation answers that question with math, not emotions.
The Monte Carlo simulation randomly resamples your trade history thousands of times to show possible future outcomes.
💡 Understanding the Results
Expected Return: The median outcome
Probability of Profit: % of simulations ending with profit
95% VaR: The worst 5% of outcomes
Probability of Ruin: Chance of hitting $0
Settings Guide
⚙️ Simulation Settings
📊 Number of Simulations
How many random futures we simulate. More simulations = more accurate results, but takes longer. 10,000 is a good balance.
💰 Starting Capital
Your initial account balance. This syncs with your portfolio across all sections.
🔄 Sample Method
With Replacement: Randomly picks trades (can repeat same trade many times). Best for testing "what if" scenarios. Shuffle: Randomizes trade order but uses each trade exactly once. Best for testing sequence risk.
⚠️ Ruin Threshold (%)
The % drop from starting capital that counts as "ruin". Example: 50% means if your account drops from $10,000 to $5,000, you're considered ruined. This is more realistic than waiting for $0.
👥 Trader Risk Analysis
👤 Number of Traders
How many people are using this exact strategy. Set to 1 for personal trading, or higher to see if multiple traders would blow up their accounts.
Perfect (1.0): All traders have identical results. High (0.7): Similar results, some variation. Medium (0.5): Mixed correlation. Low (0.3): Different results. Independent (0): Completely random, traders don't affect each other.
📊 Understanding Results
Expected Return:The median outcome - your "most likely" result.
Probability of Profit:% of simulations ending with profit.
95% VaR (Value at Risk):In 95% of cases, you won't lose more than this amount.
Probability of Ruin:Chance of hitting your ruin threshold.
Blowup Rate:% of traders who would lose everything (only shows when using 2+ traders).