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Risk of Ruin calculator

The odds your edge still wipes you out. We simulate thousands of trade sequences from your win rate, payoff and per-trade risk to find your real chance of ruin.

Risk of ruin

The probability of hitting your ruin threshold (a 100% drawdown) within 500 trades, from 5,000 simulated runs. Pros keep this near zero; risk less per trade or raise your payoff to drive it down.

Monte-Carlo estimate: the number wiggles slightly each run, which is expected. Assumes a fixed edge and fixed fractional sizing.

Free to use, no signup. Educational tool, not financial advice.

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