Risk of ruin calculator
Monte-Carlo chance a strategy hits your ruin threshold within 500 trades.
Probability of ruin
49.8%
4,000 runs × 500 trades
How it's calculated
We simulate 4,000 sequences of 500 trades. Each trade wins with your win rate and returns reward:risk times the stake, or loses the stake, where the stake is the risk percentage of the current equity. A run is ruined when equity falls to the ruin drawdown. The result is the share of runs that were ruined. The random draws are fixed, so the same inputs always give the same answer.
Everything runs in your browser — nothing is sent anywhere. Results are estimates; your broker's contract specification is the final word.
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