Run multiple simulated equity curves from win rate, reward-to-risk, risk per trade, and sample size. The goal is not prediction. The goal is to understand variance, drawdown, and survival.
Expected value
0.26R
Profitable runs
93.3%
Limit breach
0.0%
Median final
$12,664
Risk note: Educational simulation only. Results depend entirely on the assumptions you enter and do not forecast actual trading performance.
Monte Carlo paths
Each thin line is one possible sequence. The bright line is the median path.
Outcome summary
Best run
$16,971
Worst run
$9,715
Average max DD
8.6%
Severe DD
12.5%
Avg loss streak
6.9
Equity Curve Simulator
A positive expectancy system can still produce ugly drawdowns, losing streaks, and slow periods. Simulating many possible trade sequences makes the risk visible before you increase size.
Open risk pathIf the limit breach is high, reduce risk per trade before chasing returns.
If the median curve is flat, the system needs better expectancy or lower cost.
If loss streaks feel emotionally impossible, the risk is too large for the trader.
Use this with the risk management lessons before setting prop-firm or live-account rules.