Monte Carlo trading simulator
A Monte Carlo trading simulator draws many independent sequences from the same win rate, average win, average loss and risk per trade, then counts how many of those sequences stay above a stated floor. The widget below is that engine, asked about your numbers.
Max drawdown you allow is the floor each simulated path is checked against after every trade. The seed makes the same inputs produce the same count.
After this free result — one optional document at the published one-time price. Not a ladder on this page.
After this result → Situation Report · $29 · one-time · one month
The free analysis above stays free and complete. Pay only if you want the stamped Situation Report.
Keep going free — open the full tool →The mechanism
A single backtest is one sequence. A Monte Carlo run is many sequences drawn from the same four inputs, so the result is a share of paths rather than one path's ending equity. The "lives" count below is the exact division of drawdown room by risk per trade — it is not a probability; the widget above is what converts those inputs into a survival share.
| Risk per trade | Lives (10% allowance ÷ risk) |
|---|---|
| 0.5% | 20 |
| 1% | 10 |
| 1.5% | 6.7 |
| 2% | 5 |
| 3% | 3.3 |
The method, seed handling, and what the engine does and does not model are in Research & methodology. Nothing on this page is a forecast of a future trade.
What the count is, and is not
The survival share moves when win rate, average R, risk per trade, horizon, or the floor moves. It does not move because a different market is imagined — there is no market path in the model, only the four inputs and the stated rules. The free personal-rule engine currently models a stated Max Drawdown allowance as a fixed floor measured from your starting balance, not a floor that ratchets upward with a new equity peak.
A named firm's own trailing, consistency, or daily-loss clauses are applied only when that firm is selected in the full tool — not inside this personal-rules widget.
FAQ
- What does a Monte Carlo trading simulator compute?
- It draws many independent trade sequences from the same win rate, average win, average loss and risk per trade, then reports the share of sequences that stay above a stated drawdown floor, daily-loss cap and horizon.
- Is the result reproducible?
- Yes — the same inputs and the same seed produce the same path set. Changing the seed changes which sequences are drawn; changing an input changes the distribution those sequences are drawn from.
- Does this predict my next month of trading?
- No. It counts simulated sequences built from the numbers entered. It does not observe a market, and it does not promise an outcome.
Run it against your own numbers
The same engine, unlimited runs, at the same free accuracy as this page's calculator — open the full personal rule editor to save a rule set, add a profit goal or daily loss stop, or import a trade history.
Open the personal rule editor — free, full accuracy →Rules and outcomes vary by firm and by trader; nothing on this page is investment or trading advice, and PropSurvival is not affiliated with, endorsed by, or sponsored by any prop trading firm. This calculator models a stated rule set — it does not predict market outcomes.