Risk of ruin calculator
The odds that your strategy hits the account's max loss before it reaches the profit target, from 5,000 simulated trade sequences.
Your edge
Each trade earns $63 on average (+0.25R). Break-even win rate at this reward/risk: 40%.
Each simulated run takes trades at random with your win rate and reward/risk until it hits the max loss, the target or the trade limit. The max loss is treated as static here: use the pass odds tool for trailing drawdowns and daily limits.
Risk of ruin
3.8%
Reach the target first96.2%
Hit the max loss first3.8%
Neither within 500 trades0%
- 10 losses in a row would end the account from the start.
- Median trades to the target: 38
A model, not a promise: real trades aren't independent coin flips, and your win rate changes under pressure.