Losing Streak Calculator
Enter win rate, sample size and risk per trade. 5,000 simulations show the longest losing streak to expect, its probability, and whether your size survives it.
Probability of hitting each streak length
| Streak length | Probability in your sample | Implied drawdown at your risk |
|---|
How to read this
A losing streak is not a malfunction — it is a line item in your strategy’s own statistics. For any realistic win rate, long streaks are scheduled to arrive; the only question is whether your position size survives them.
The simulation shuffles win/loss sequences at your win rate and records the longest run of losses in each of 5,000 samples. If the drawdown implied by the expected streak exceeds your account limit, the size is incompatible with the strategy’s own math — before any bad luck.
The full argument, with the numbers behind it: the math of losing streaks and why oversizing blows funded accounts. Our portfolios are sized by running exactly this arithmetic against each firm’s limit first.