Simulator
Trade path simulator
One edge, many sequences — the equity curve, the worst drawdown and how often the account goes bust.
Fixed percentage risk on equity, no compounding of position size. Seed 20260101 · 200 paths.
₹44,26,959.91
after 250 trades · +0.44% per trade
- Worst path in sample−22.43% peak to trough
- Down to 5% of start0% of paths
- End of capital, 5th / 50th / 95th₹19.77 L · ₹29.15 L · ₹44.27 L
- Full-Kelly fraction22%
What this calculator answers
The same edge produces wildly different account curves. At a 48% win rate with a 2% average win and a 1% average loss the expectancy is +0.56% per trade, yet some paths still fall 30% or more on the way. Ruin risk is the number that matters, not the average return.
How it is calculated
Each path compounds a fixed percentage move on equity — +average win with the given win rate, −average loss otherwise — for the chosen number of trades. Positions are not scaled up as equity grows, so compounding of size is excluded. Over 200 paths the tool reports the worst peak-to-trough drawdown, the share of paths ending within 5% of starting capital, and the 5th/50th/95th percentile endings. The seed is fixed, so the same inputs always draw the same path.
Outcome sizes are drawn from a two-point distribution at constant probability — real trades are closer to a fat-tailed mix, so the tails here are optimistic. Costs are assumed already inside the average win and loss. Full Kelly is the theoretical maximum and is not a recommendation.
Common questions
Why is the drawdown worse than my worst losing streak?
A drawdown is measured from the running peak to the trough after it, so it includes the recovery the equity needs from earlier wins. A short bad streak from a new high can be a much deeper fall than the streak itself suggests.
What is Kelly and should I use it?
Kelly is the bet size that maximises long-run growth, and it is famously aggressive — it assumes your win rate and payoff are known, which they never are. Treat the number as an upper bound; fractional Kelly is the practical version.
Can I trust the ruin figure?
Use it as a direction, not a number. Two-point outcomes understate real tails, and the estimate depends entirely on the win rate and payoff you typed in — change either and the ruin figure moves sharply.
Source & freshness
- Source
- Deterministic formula in lib/calculators.ts
- Timeliness
- Static-verified
- Method
- calculated
- Note
- Illustrative projection from your inputs — not a market quote.