Free tool · 1,000-path Monte Carlo

Monte Carlo Simulator

Type in your strategy stats — we resample 1,000 alternate sequences of your trades and report the modeled blow rate, percentile balance and worst-drawdown distribution. The single most honest stress test.

Win rate (%)

Avg win ($)

Avg loss ($)

Trades in path

Starting balance ($)

Drawdown limit ($)

Floor from start that = blowup.

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Blow rate

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P25 final

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P50 (median) final

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P75 final

Final balance distribution — 1,000 paths

Walk-forward vs Monte Carlo → Risk of ruin →

Bernoulli resampling with fixed average win/loss. Real trade distributions have variance around the average, so this is a conservative lower bound on dispersion. For more realistic stress tests, run with your actual trade list, not just averages. Educational only; not financial advice.