💀 Risk of Ruin

Monte Carlo simulator: given win-rate, R/R, and bet size, what's the probability you blow up your account before reaching N trades?

Strategy

Win rate %

Avg win % (R)

Avg loss %

Bet size % per trade

# trades

Ruin threshold % of start

Sims

P(ruin)

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Median final

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Mean final

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Best run

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Worst run

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Edge per trade

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Equity curves (sample)

Ruined Survived Median path