Capital & Risk
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The account balance you begin the simulation with. All position sizing compounds from this figure as the balance grows or shrinks.
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Percentage of your current balance risked per trade. At 1%, a $2,000 account risks $20. Compounds — bigger balance = bigger dollar risk.
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Your average stop-loss distance as % of entry price. Determines position size: Position Size = Dollar Risk ÷ Stop-Loss%. Tighter stop = larger position for the same dollar risk.
Fees
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Maker fee = your entry order (limit order, adds liquidity). Taker fee = your exit/TP/stop order (market order, removes liquidity). Both are applied to the full position value per trade.
Maker applied on entry · Taker applied on TP exits, stop-loss, and trailing stop closes
Simulation Settings
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Number of independent trading journeys to simulate. 500 is solid; 1000+ for high precision. Each run uses random outcomes based on your probabilities.
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How many months to simulate forward. Longer periods amplify both the upside of a positive expectancy edge and the downside of a negative one.
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Average trades per day. Can be decimal — 1.7 means some days 1 trade, some days 2. Total trades = Trades/Day × Days/Week × weeks simulated.
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How many days per week you actively trade. 5 = full Mon–Fri week.
Outcome Probabilities
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Percentage of trades that exit at breakeven — no profit, no loss on the trade itself. Fees still apply on entry and exit, giving these a small net negative impact.
Take Profit 1 — Primary Target
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Win % = how often this trade hits TP and closes here. R-Multiple = how many times your risked amount you gain (2R on $20 risk = $40 profit).
Use a trailing stop after TP hit
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When on, the position is not fully closed at TP — it trails the market. When off, the entire trade closes at the TP price (taker fee applied on exit).
Multiple take profits
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Win % per TP = how often the trade reaches ONLY that level and exits there. E.g. TP1 30% means 30% of trades exit at TP1 only, never reaching TP2.
Calculated Loss %: —
Advanced Options
Slippage + regime shifts
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Slippage = friction cost on winning trades. Regime shifts = win rate changes monthly with 60% chance of a negative shift, simulating real market condition changes.
Show monthly P&L breakdown
Show fee analytics
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Detailed breakdown of how maker/taker fees impact performance — total fees, % of gains consumed, and per-trade cost vs risked amount.
Simulation Results
Configure parameters and click Run Simulation
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No simulation run yet.
Set your parameters and click Run Simulation.