REALISTIC RISK ANALYSIS · MONTE CARLO

Find the point where your strategy gets tested.

Don't plan around the average. Stress-test the strategy against bad sequences, losing streaks and drawdowns so you know what you may have to survive in real trading.

Worst-case stress test

The lowest-ending path observed across 1,000 randomized paths, with its losing streak and drawdown shown.

STRESS TEST

Initial balance—

Ending balance—

Total return—

Max drawdown—

Equity pathsWorst observed · median · 90th percentile

What can this strategy be forced to survive?

This section uses the worst path actually observed in the 1,000-path run. It is a stress scenario, not a guarantee of the absolute worst sequence that can ever occur.

Worst losing streak observed—

Balance after that streak—

Worst drawdown observed—

Profit probability—

10th percentile—

50th percentile—

90th percentile—

Worst ending balance—

Worst path return—

How to read the worst case

The simulator generates 1,000 random sequences using your win rate, risk per trade and reward multiple. The worst observed path is the single lowest-ending balance in that run. The losing-streak figure tells you the longest uninterrupted sequence of losses on that same path.

Use the worst path to understand how much psychological and financial pressure your strategy can face.
Use the 10th percentile for a more stable conservative planning number.
Run the calculator again when changing assumptions; random paths change, while the underlying probabilities remain the same.