Ruin Odds gold R markA free tool byTrade Management Mastery

Monte Carlo drawdown assessment

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 follows 20,000 simulated paths with fixed fractional sizing against current equity. It measures drawdown from every new peak.

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.