Trading Performance Simulator
Enter your capital, position size, leverage, accuracy and risk to reward ratio. See where your account is likely to be after your next trades, how deep the drawdowns can get, the odds of ruin or hitting your goal, and whether your edge is real.
Percent of the account now, so it grows and shrinks with each trade.
Up to 2,000×. The low end stays easy to set. With the stop on margin, a higher multiple tightens the price stop. With no fees the dollar loss stays the same. Fees are charged on the leveraged position, so they grow with the multiple.
Percent of the margin you lose if the stop is hit. Leverage turns this into a smaller price move.
Take profit in dollars is this many times the stop loss in dollars.
Share of trades that hit the target.
How far the equity chart and the calendar look.
Taken on each weekday. Saturday and Sunday are off, so a week is five of these days.
On. The % applies to the account after every trade.
Positive edge · +0.35R a trade · SQN 1.82, Below average
Middle outcome after 60 trades
$12,251
+23% · $10.6K to $14.2K · 6 weeks · +481% a year
- Position
- $5,000.00
- $1,000.00 margin at 5×
- Stop loss
- −$100.00
- −2.00% price · −10.00% of margin
- Take profit
- +$200.00
- +4.00% price · +20.00% of margin
Liquidation sits at a 20.00% price move (−100% of margin). Dollar amounts are the first trade. They then scale with equity.
- Chance of profit
- 96%
- runs that finish ahead
- Expectancy
- $35.00
- first trade; later trades scale
- Profit factor
- 1.64
- amount won ÷ amount lost
- Break-even accuracy
- 33.3%
- you are at 45%
- Average account
- $12.3K
- mathematical mean
- Typical max drawdown
- −6%
- deepest fall, median run
- Chance of a 50% fall
- 0%
- at any point in a run
- Longest losing run
- 6
- trades, on a typical path
- Losses to blow the account
- 459
- in a row, down to 1% left
- Days to blow the account
- 230
- trading days of straight losses, down to 1% left
Full Kelly is 17.5% a trade. You risk 1.00%. A quarter to a half of Kelly is the usual place to sit. This stop and leverage cannot risk a full Kelly: a position the size of the account loses 10.0%.
Calendar
The two figures are one full period, starting from today's capital. Below, each block is a piece of the trades ahead, and its average compounds from the expected equity at its open. Saturday and Sunday are off.
Survival and the challenge
How often a run breaks, how often it reaches the goal, and how the same trades would fare under the prop rules.
- Chance of a 50% ruin
- 0%
- down to $5.0K
- Chance of 2×
- 0%
- the typical run never gets there
- Longest time underwater
- 18 trades
- 9 trading days
- Needed to recover
- +6%
- after a 6% drawdown
- SQN
- 1.82
- Below average
- Sharpe a trade
- 0.235
- average R ÷ its spread
- Annualised
- +481%
- median outcome over 6 weeks
- Calmar
- 81.40
- median growth ÷ median drawdown
Prop rules: pass at +10% from the start, fail at −10% from the start or −5% from that day's open. 90% pass, 2.4% fail, 7.8% still going, typically 7 days to pass.
Where the account goes
500 runs. Blue is the middle path, green dashes are the average, grey is one sample.
How runs finish
Green finished ahead of the start.
One path, underwater
The grey sample, measured from its own peak.
What risk per trade does
Stop and leverage stay as set. A higher risk means more margin, up to a position the size of the account. Growth peaks near Kelly when that risk is reachable. Past Kelly, drawdowns rise and the typical account falls.
Accuracy against reward
Expectancy in R. The reward multiple fixes this grid: fees move the price target, not the R. The outlined cell is the nearest point to your setup.
Losing streaks
Chance of at least one run this long in 60 trades.
| In a row | Chance |
|---|---|
| 3 or more | 100% |
| 5 or more | 77% |
| 8 or more | 19% |
| 10 or more | 5.8% |
| 15 or more | 0.3% |
The spread of endings
P5 is a poor run. P95 is a kind one.
| P5 | P25 | Median | P75 | P95 | |
|---|---|---|---|---|---|
| Account | $10.2K | $11.2K | $12.3K | $13.4K | $14.7K |
| Return | +2% | +12% | +23% | +34% | +47% |
| Drawdown | −4% | −5% | −6% | −9% | −12% |
* Simulation for educational purposes. Assumes independent trades and does not model funding costs, stop gaps or correlation between trades. Not financial advice.
Frequently Asked Questions
How does the trading performance simulator work?
It runs 500 simulated sequences of your next trades. Each trade wins with the probability you set as accuracy. A loss costs the stop plus fees and slippage, and never more than the margin. A win pays the reward multiple times that full loss. The charts show the middle 80% of outcomes, the median, the average, drawdowns and how the result changes with risk per trade.
What is risk of ruin and how is it calculated here?
Risk of ruin is the chance your account falls to a level you would not recover from. You choose the level, 50% below your starting capital by default. The simulator counts how many of the 500 runs touch that level at any point, so it captures runs that fall there and then recover. Reduce risk per trade and it drops quickly.
How do fees and slippage change the result?
Fees are charged on the full leveraged position, on entry and on exit, and slippage once per trade. They are added to the dollar loss. The take profit stays the reward multiple times that full loss, so the price has to move further than the multiple times the stop in order to pay the fees as well. Break-even accuracy stays 1 divided by 1 plus the reward multiple. A tight stop on a large leveraged position is where fees hurt most, because the fee can be as big as the stop.
How do I test a prop firm challenge?
Open Costs, goals and prop rules, then set the profit target, the maximum loss, the daily loss and how many trades count as one prop day. A run passes when it is up that much from the starting balance. It fails when it is down the maximum loss from the starting balance, or down the daily loss from that day's opening equity, whichever comes first. The result shows the pass, fail and still going odds, plus the typical number of days to pass.
What is SQN and what is a good score?
System quality number (SQN) measures how consistent your edge is: average R per trade divided by its standard deviation, scaled by the square root of the trade count, capped at 100 trades. Van Tharp's bands run from below 1.6 (poor) to 2.5 (good), 3 to 5 (excellent) and above 5 (superb). A high SQN means the edge shows up reliably, not just on average.
How are risk, stop loss and take profit calculated?
By default the stop is a percent of your margin. The price move is that percent divided by leverage, so raising leverage tightens the price stop. With no fees the dollar loss stays the same, because it is a percent of the margin. Fees are charged on the leveraged position, so they grow with leverage and increase the dollar loss. Take profit in dollars is the stop-loss dollars times the reward multiple. On $10,000, a 10% position at 5x with a 10% margin stop and no fees loses $100. At 3× the take profit is $300. If the price stop sits past liquidation, the loss is capped at the margin and the take profit is the multiple times that capped loss.
What is a good accuracy and risk to reward ratio?
There is no single answer, because the two trade off. Your break-even accuracy is 1 ÷ (1 + reward ratio). At 1:2 you only need to win more than 33% of trades to break even, at 1:1 you need more than 50%. Anything above break-even gives you a positive expectancy.
Why can a profitable strategy still show a big drawdown?
Losses arrive in streaks even when the odds are in your favour. With 45% accuracy, a run of 6 or more losers is normal over a hundred trades. High leverage and large position sizes turn those streaks into deep drawdowns, which is why the simulator reports median max drawdown and the chance of a 50% drawdown.
What does the Kelly figure mean?
Kelly is the percent of the account to lose on each trade that maximises long-term growth, given your accuracy and reward ratio. It is theoretical and very aggressive, so many traders risk a quarter to a half of it. The risk curve peaks near full Kelly when your stop and leverage can actually risk that much. Past Kelly, drawdowns keep climbing and the typical account falls. If Kelly sits above the most one trade can lose, the curve is still rising at the right edge.
How does the calendar count days, weeks and months?
You set how many trades you take on a weekday. The default is 2 a day, and the chart looks 60 trades ahead. Saturday and Sunday have no trades. A week is five trading days. A month is the weekdays in that calendar month, so the length changes with the month. Holidays are not removed. Each figure is the average dollars added over those trades. With compounding, that average uses the expected equity at the open of the stretch. The typical figure uses the median number of wins instead of the average. Once a fixed position size can reach $0, the average is no longer a fixed formula and the figure is shown as a dash.
How do I use this for swing trading?
Open Preset and choose Swing, or set the inputs yourself. The Swing preset uses a 20% position, 3× leverage, a 9% stop on margin, 40% accuracy and a 3× reward, with one trade on each weekday and 100 trades ahead. At a 3× reward the break-even win rate is 25%, so 40% is a positive edge. The slowest pace here is one trade on each weekday, which is five trades a week. That fits an active swing book more than a day-trading one.
What should a swing trader watch in the results?
Read win rate and reward multiple together. A swing book often wins less than half the time and still has an edge when the reward is 2× or 3×. Then look at the typical max drawdown and the longest losing run, because a trade that lasts several days turns a losing streak into weeks on the calendar. A week in the calendar is five trading days, and a month is the weekdays in that month. Overnight gaps and weekend news are not in the model, so the path is the trades themselves, not the risk between them.
Is this a guarantee of future results?
No. The simulator assumes every trade is independent with a fixed accuracy and reward ratio, and it does not model funding costs, gaps through your stop or correlation between trades. Real results vary, so treat it as a planning tool, not a prediction.
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Amsflow is for research and educational purposes only. Not financial advice. Amsflow doesn't recommend specific investments or securities. Market participation involves substantial risk, including potential loss of principal. Past performance doesn't guarantee future results. Amsflow doesn't offer fund/portfolio management services in any jurisdiction. Amsflow is a data platform only. Amsflow doesn't provide investment tips. Be cautious of imposters claiming to be Amsflow.