Monte Carlo Account Survival Simulator

It runs your strategy statistics through thousands of randomised trade sequences to estimate survival probability - the chance your account avoids hitting your maximum drawdown limit over a given number of trades.

Most professional risk managers target 90%+ survival probability over 250 trades. Below 70%, the risk settings need adjustment - typically by reducing position size or drawdown limit.

A backtest runs your strategy in a fixed historical sequence. Monte Carlo randomises the order, revealing the range of possible outcomes including the worst-case sequences that backtests often hide.

5,000 simulations provides reliable probability estimates for most strategies. 10,000 runs give marginally more precision but rarely change conclusions.

Yes. The simulation uses percentage-based inputs, so it works equally for any account currency including ZAR. The results are expressed as probabilities, not currency amounts.

Yes. Reducing risk per trade is the most direct lever - cutting from 2% to 1% per trade often raises survival probability dramatically without changing the strategy logic at all.

Yes. Enter your prop firm's drawdown limit as the maximum drawdown and run 250 or 500 simulations to estimate your probability of passing before hitting the limit.

A single average outcome hides the genuine range of possible results, running many randomised simulations reveals how often a strategy with a given win rate and risk-reward genuinely survives versus blows up, information a simple average can't show.

No, the simulation is only as accurate as the win rate and risk-reward inputs you provide, and assumes those statistics remain stable, real trading conditions and your own execution can meaningfully differ from the simulated assumptions.

Consider reducing your risk per trade, since position sizing has an enormous effect on survival probability, even a strategy with a genuine edge can show a poor survival rate if position sizing is too aggressive.

This calculator focuses on the statistical mechanics of win rate, risk-reward, and position sizing, real trading costs would further reduce your effective edge beyond what's shown, worth factoring in separately for a fuller picture.

Different risk-reward ratios and position sizing between the two traders can produce meaningfully different survival probabilities even at an identical win rate, all three factors interact together, not independently.