What is Monte Carlo Simulation?
Monte Carlo simulation runs your trading statistics through thousands of random sequences to show the range of possible outcomes. Even with a positive edge, luck matters - the same strategy can lead to very different results depending on the order of wins and losses.
The "spaghetti chart" shows many possible equity curves. The spread tells you about variance - tighter means more consistent outcomes, wider means more uncertainty.
Quick Presets
Strategy Parameters
Define your trading edge
55%
20%50%80%
+2.0R
0.5R2.5R5R
-1.0R
0.5R1R2R
Expected Edge+0.65R per trade
Profit Factor2.44
Simulation Settings
20% of starting
Ready to Simulate
Configure your strategy parameters on the left and click "Run Monte Carlo" to see thousands of possible outcomes visualized.
See best & worst cases
Calculate risk of ruin
Analyze drawdowns