Win rate (%)
Risk:Reward ratio
Risk per trade (%)
Number of trades
Profit target (%)
Max drawdown (%)
Result (click to copy)
Frequently Asked Questions
What is Monte Carlo simulation?
Monte Carlo simulation runs thousands of random trade sequences using your average statistics to estimate the probability of a given outcome. With 2,000 simulations, each using your win rate and R:R randomly, it shows the percentage of scenarios where you passed the challenge without breaching drawdown.
What win rate and R:R do I need to pass?
A positive expectancy is required: (Win Rate × RR) - Loss Rate > 0. Example: 50% WR with 1:1.5 RR gives expectancy of 0.25R per trade — positive. Common passing combos: 55% WR + 1:1.5 RR, 45% WR + 1:2 RR, 60% WR + 1:1.2 RR.
Why might I fail even with a positive edge?
Even with a positive edge, variance can create losing streaks that breach the drawdown limit. With 1% risk per trade and a 10% max drawdown, you can only sustain 10 consecutive losses before failing. Reducing risk per trade gives your edge more room to play out.