PipDesk

Risk of ruin simulator

Your strategy, played out 2,000 times. See how bad a normal losing streak can get, and how often the account is ruined.

How it is worked out

Each run draws wins and losses at random with your win rate and sizes, risking the chosen percent of the current balance on every trade. Results are percentiles across all runs; the seed is fixed so the same inputs give the same answer.

Questions

What counts as ruin?

You choose it: the drawdown from a peak that you could not or would not trade through, for example 50%.

Why do good strategies still show deep drawdowns?

Because losing streaks happen by chance. With a 50% win rate, a run of 8 losses in a row is likely somewhere in 1,000 trades.

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