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Finance

Trading Drawdown Simulator

The single most useful tool for any trader. Plug in your win rate, reward-to-risk ratio and risk per trade, then run hundreds of randomized 'trade walks'. See the expected value per trade, the equity curve envelope, the typical and worst-case drawdowns, and the probability of blowing up.

1,00,000
200
50%
%
2

2 = win 2× the loss

1%
%

Pros usually risk 0.5–2% per trade

30% loss
% loss

When you'd quit / blow up

800
11

Strategy expectancy

+0.50R(+0.50% / trade)

This setup is positive-expectancy. Profits are mathematically expected over many trades — but only if you survive the drawdowns.

Risk of ruin

0.0%

hitting -30%

Typical max DD

7.5%

Worst-case max DD

12.3%

95th percentile

Pessimistic (5th)

₹1,85,335

Median ending

₹2,65,177

Optimistic (95th)

₹3,90,914

Try increasing risk per trade — the median goes up, but ruin probability spikes alarmingly. This is the volatility tax that kills aggressive traders.

5th–95th percentile bandMedian equity curve
098k2.0L2.9L3.9L0326496128160192200

Peak: ₹3,90,914

₹1,41,668₹3,19,017₹4,96,365
5th: ₹1,85,335Median: ₹2,65,17795th: ₹3,90,914

Methodology

How we calculate this

Expectancy (R)
E = win% × RR − loss% × 1

From the blog

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Frequently asked

What is 'expectancy in R'?
R is your risk per trade. Expectancy = (win rate × reward-multiple) − (loss rate × 1). +0.5R means each trade is worth half a unit of risk on average.
Why does my risk of ruin spike when I increase risk per trade?
Drawdowns scale with risk per trade. Pros risk 0.5–2% per trade for exactly this reason — they want to survive long losing streaks that are statistically inevitable.

Try Risk Simulator next →

Risk Simulator