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 in this widget is a static floor from starting balance (v1) — a fixed floor measured from your starting balance, not a floor that ratchets upward with a new equity peak. Path counts use that static floor — not a firm trailing clause.

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.

Open the full tool — free

Same engine at the same free accuracy — save a rule set, add a stop, or import a history. The stamped file is written after that run, not from this typed-average result.

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.

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.

Looking for a single sizing or recovery calculation? Browse the trading risk calculators.

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.

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<p class="ps-attribution" style="margin:6px 0 0;font:11px system-ui,-apple-system,sans-serif;color:#82857F">Data: <a href="https://propsurvival.com/research/prop-firm-rules-census-2026?utm_source=embed&utm_medium=widget&utm_campaign=atif" target="_blank" rel="noopener">PropSurvival prop-firm rules census</a> · CC BY 4.0</p>

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.