Trading Risk Simulation

Win Rate & Risk Reward Profit Calculator

Simulate long-term trading outcomes using win rate, risk-reward ratio, loss rate, fees, and trade count.

Monte Carlo Calculator Compound Calculator Currency Converter Commodity Prices

Simulation Inputs

Capital values are calculated as unitless numbers.

Estimated Win Rate (%)

The assumed percentage of trades that will be profitable.

Risk/Reward Ratio (1:n)

Enter how many times larger a win is compared with one loss. Example: 2 = 1:2

Loss per Trade (%)

The percentage of current capital lost on one losing trade.

Trading Fee (%)

The per-trade fee deducted from both winning and losing trades.

Total Number of Trades

The number of trades in one simulated scenario.

Starting Capital

The initial capital for the simulation. It is calculated as a unitless number.

Simulation Results

Monte Carlo simulation uses random paths, so the result may change slightly each time even with the same inputs.

Capital Curve

The chart shows actual simulated paths for the average, best, and worst scenarios. The average scenario is the path closest to the middle final capital, not a point-by-point average path. When the trade count is large, the chart is compressed to a maximum of 1,000 points.

Chart View

If the best scenario rises too sharply, other lines may look compressed. In that case, check the average, best, and worst scenarios separately.

Frequently Asked Questions

Disclaimer

This calculator is an educational simulation tool. Results do not guarantee actual investment returns, and all investment decisions are your responsibility.