Ruin Odds gold R markA free tool byTrade Management Mastery

Drawdown assessment

Monte Carlo

Run the exposure.

Enter the properties of your system. The result is a probability under stated assumptions, not a prediction.

System inputs

Required

Average loss

1R

Your stop is the unit. Everything is measured against it.

Assessment output

The result belongs to your assumptions.

The model runs 20,000 versions of your system. Each trade risks the same percentage of your account as it changes. It measures how far your account falls from its highest point.

Monte Carlo. Fixed-fractional sizing. Peak-to-trough drawdown.

Runs entirely in this browser. No input is stored.

Educational purposes only. Not financial advice. Always do your own research and manage your own risk.