Trading Probability
Trading Probability Simulator
Run random samples of trades, watch the equity path unfold and see how win rate, reward-to-risk, losing streaks and drawdown interact before money is on the line.
Start with the simulator
The trading probability simulator lets you run samples of trades using win rate, reward-to-risk, optional account balance and drawdown rules.
It is useful when you want to see how normal randomness can create losing streaks, drawdowns and different equity paths even when the assumptions stay the same.
Choose the right starting point
- Use the simulator when you want to see a full equity path across many random outcomes.
- Use the losing streak calculator when you want to estimate how likely a bad sequence is over a sample.
- Use the expectancy calculator when you want to connect win rate with average win and average loss.
- Use the prop firm drawdown calculator when drawdown limits, breach levels or trailing drawdown matter.
Core calculators
- Win Rate Calculator for measuring observed wins and losses.
- Expectancy Calculator for connecting win rate with average win and average loss.
- Break-Even Win Rate Calculator for finding the win rate required by a reward-to-risk profile.
- Losing Streak Calculator for estimating how likely a streak can be over a sample.
- Risk Per Trade Calculator for turning account size and risk percentage into dollar risk.
- Prop Firm Drawdown Calculator for estimating remaining drawdown before a breach level.
Learn the probability behind the numbers
The guides explain the concepts behind the tools: probability, expectancy, risk of ruin, sample size and why winning systems can still spend time in drawdown.
Use them when a result feels surprising. In trading, many uncomfortable sequences are not rare; they are part of the distribution.
What the simulator helps you test
A trading edge is usually described with a win rate and a reward-to-risk profile, but those two numbers do not show the path. The simulator turns those assumptions into random trade sequences so you can see the equity curve, losing streaks, drawdown and account pressure that can appear along the way.
You can keep the simulation in R multiples when you only want to study probability, or add account rules when balance, drawdown limits, withdrawals and prop firm style constraints matter. That separation makes the tool useful for both simple system testing and funded-account risk planning.
Use the tools as a workflow
- Start with expectancy to check whether the win rate and reward-to-risk profile has a positive average outcome.
- Use the losing streak calculator to estimate how uncomfortable the bad sequences can be over a sample.
- Run the trading probability simulator to see how those assumptions can look as an equity curve.
- If you trade a funded account, compare the result with prop firm drawdown, daily loss limit and funded account risk per trade pages.
Most useful next reads
Frequently asked questions
Does the simulator predict trading results?
No. It creates random samples from the assumptions you enter. The goal is to understand possible paths, not to forecast the next trade or guarantee a future equity curve.
Is Trading Probability financial or trading advice?
No. Trading Probability is for education only. It does not recommend trades, position sizes, brokers, prop firms or account decisions.
Why use R multiples instead of only dollars?
R multiples let you study probability without tying the result to one account size. Dollars become useful when you add account balance, risk per trade, drawdown limits or withdrawal rules.
Is this useful for prop firm accounts?
Yes. The simulator can model prop firm style constraints such as starting balance, drawdown limit, trailing drawdown, withdrawal thresholds and risk based on fixed dollars, balance percentage or drawdown percentage.