Trading Instruments · Educational Tools
Calculators, grounded in the books.
Three tools built from real trading-book fundamentals. Not investment advice; every number here is yours to set.
Risk of ruin calculator
Fixed-fractional risk never mathematically hits zero — so "risk of ruin" here means the odds your equity curve breaches a real drawdown level within a run of trades. Simulated, not guessed: 400 runs of your inputs, seeded so the same inputs always draw the same picture.
Win rate 45%
10%30%50%70%90%
Reward : risk 2.0R
0.5R1.5R2.5R3.5R5R
Risk per trade 2.0%
0.25%2.5%5%7.5%10%
Trades simulated 200
50175300425500
Ruin threshold drawdown from peak50%
20%35%50%65%80%
Risk of ruin
—
Expectancy / trade
—
Median outcome
—
40 simulated equity curves
Thin lines are individual runs; the bold line is the median. Dashed line is your ruin threshold.
Median run Ruin threshold
| Metric | Value |
|---|