Monte Carlo Drawdown Simulator
Your backtest had a 15% max drawdown. But is that the worst-case scenario, or just the path you happened to experience? Monte Carlo simulation reshuffles your trade sequence to reveal the true risk.
Median Max Drawdown
95th Percentile Max Drawdown (Worst Case):
Why This Matters
If your strategy's worst-case drawdown exceeds your emotional tolerance (or your margin requirements calculated in our Margin Calculator), you will abandon the strategy at exactly the wrong time. Resizing using the Kelly Criterion can help mitigate this.