01
Win rate
The share of completed trades that close positive.
A browser-only risk instrument
Measure the drawdown your sizing can create.
Ruin Odds estimates the probability of a 50% drawdown within twelve months from your trading-system inputs. It is a probability under declared assumptions, not a prediction or forecast.
Run the assessment
Free to use. Runs entirely in your browser. No account or email required.
Four inputs
The system enters before the simulation.
Average loss is fixed at 1R. Your stop is the unit. Everything is measured against it.
02
Average win
If you risk 100 dollars and your average winner makes 150, enter 1.5. This is R, the amount you put at risk on one trade.
03
Risk per trade
The fraction of current equity exposed on each trade.
04
Trades per year
The number of independent opportunities the model evaluates.
Sizing method
Current equity is the base.
Because you risk a percentage of the account rather than a fixed amount, every win and every loss changes the size of the next bet. Good runs build on themselves. So do bad ones.
Ruin Odds will never show you a projected return, an expected balance, or what your account might be worth. It is built to show you how far things can fall, not how high they might go.
Model reference
Questions about the model
We take the numbers you entered and run your system through 20,000 simulated years of trading. Then we count how many of those runs lost half the account at some point. That count is your probability. It is not a prediction of what will happen to you.
Making money on average says nothing about the order things happen in. Six losses in a row is normal, and if your bets are large those six losses take a huge bite. The account has to survive the bad stretch before the average can help you.
At any point in the simulated year, if the account falls to half of its highest value, that run is counted. It measures the fall from the peak, not from where you started.
Losing half the account is rare, so if your bets are small that number sits near zero and tells you nothing. Losing 20% happens often enough to be worth knowing, and it is roughly the point where most traders stop following their own plan.
It does not know whether your losses will cluster together, whether your system will keep working, whether you will actually get out at your stop, or what fees will cost you. All four of those assumptions are generous, so real life is likely to be worse than this.
No. Nothing you type leaves your browser. There is no account, no database, and nothing is kept after you close the tab.
Compliance statement
Educational purposes only. Not financial advice. Always do your own research and manage your own risk.
Model limits
What this model does not know
It assumes one trade's result has nothing to do with the next. In reality losses cluster.
It assumes your system keeps working exactly as it does today. In reality edges fade.
It assumes you always get out at your stop. In reality gaps and thin markets mean you sometimes do not.
It ignores fees and funding costs.
Every one of those assumptions is optimistic. Real odds are worse than this, never better.
Trade Management Mastery
Methodology deserves the same scrutiny as sizing.
The assessment is the starting point. TMM members build and test trading methodology together in the community.