EA Monte Carlo Simulator
How wide is the range of possible equity curves, drawdowns and losing streaks for my EA's statistics?
Simulation results
Simulated scenarios — not a forecast
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Median final balance
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Simulated equity range
Balance percentiles after each trade, with five individual simulated accounts.
Distribution of final results
Share of simulated accounts by total return (1st to 99th percentile range).
Distribution of maximum drawdown
Deepest fall from each account's peak balance, in 5% buckets.
Percentile table
Methodology
Important: Estimation Only
This calculator provides mathematical projections based on the assumptions and historical/backtest statistics entered by the user. It is not a guarantee or prediction of future trading results. Actual EA performance may vary significantly due to market conditions, volatility, liquidity, spread, slippage, execution quality, commission, swap, news events, market sentiment, changes in market regime, broker conditions and differences between backtest, forward-test and live trading.
Past performance and backtest results do not guarantee future results.
How the Monte Carlo simulation works
For each simulated account, every trade is drawn at random: a win with probability equal to your win rate, otherwise a loss. Wins add RR × risk (optionally varied by the win-size variability setting), losses subtract the risk, and costs are deducted from both. Risk is taken from the current or the starting balance.
After thousands of accounts, the simulator reports the percentiles of the balance at every point, the distribution of final results, the deepest drawdown from each account's peak and each account's longest losing streak.
Worked example
With a 55% win rate, 2R winners and 1% risk of the current balance, 500 trades have a theoretical median growth of 0.55·ln(1.02) + 0.45·ln(0.99) ≈ 0.0064 per trade, so the median account grows to about 24× its start. The simulation reproduces that median, but it also shows that the typical worst drawdown is around 8% and the longest losing streak is usually about 7 trades, with 1 in 20 runs seeing 10 or more.
That spread is what a single projection hides. It is the range you should size risk and expectations for.
Frequently asked questions
What does a Monte Carlo simulation show for an EA?
It replays your EA's statistics as thousands of random trade orders. Instead of one smooth projection, you see the spread of possible equity curves, how deep drawdowns can get and how long losing streaks can last with exactly the same edge.
What do the percentile bands mean?
The median line is the middle outcome. Half the simulated accounts finished above the 25–75% band's centre and half below; 90% of runs stayed inside the outer 5–95% band. The thin lines are individual simulated accounts.
Why do results change when I change the seed?
The seed controls the random number sequence. The same seed always reproduces the same results, so you can compare settings fairly. Changing it draws a new set of random trade orders, and with enough simulations the summary figures should change only slightly.
Is the simulation run on your server?
No. It runs entirely in your browser. Your inputs and results are never sent or stored.