Win rate (%)
Your strategy win rate
Trades in sample
Trades per year / evaluation
Risk per trade (%)
Of account, per losing trade
Drawdown limit (%)
Account hard limit (e.g. 4% on 50K = $2,000)
Run 5,000 simulations
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Expected longest losing streak
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95th percentile streak
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Drawdown implied by expected streak
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Verdict vs your limit
Probability of hitting each streak length
Streak length
Probability in your sample
Implied drawdown at your risk
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