Know the odds.
Play your edge.
Your strategy. The firm's rules. Thousands of possible outcomes. Pure math, no psychology.
Free · No login · Runs in your browser
From evaluation to actual returns.
Passing is only the beginning. Follow every dollar from evaluation fees to funded payouts.
A sandbox for the math.
Space for your judgment.
One strategy can produce thousands of different stories. Monte Carlo simulation repeats the same rules with a different sequence of wins and losses, so you can see the range—not just the average.
1,000 simulated runs per scenario · Monte Carlo
What it calculates
Based on 1,000 simulated runs and rounded. Pressing Run new simulation can move these by a few percent.
Each simulated trader takes trades one at a time, winning your average win at your win rate and losing your average loss otherwise, minus commission. They buy an evaluation, pass or fail it under the firm’s drawdown rules, pay activation, trade the funded account and take payouts. On tab 1 this repeats until your budget or time runs out. We run 1,000 traders with different luck and report the range: the typical (median) result, the chance of ending ahead, and how bad an unlucky run gets.
Firm rules, simplified
Evaluations run until they pass or hit the loss limit. The budget pays evaluation fees, monthly renewals and activation. Payouts take a set share of profit once you reach the payout threshold (checked at day close); the rest stays in the account as a cushion, and payouts never lower the loss floor. Consistency is measured within each payout period. After the maximum number of payouts an account is retired. Presets are illustrative, not any specific firm’s current rules.
What “copying” means here
Accounts in a copy group share one simulated result; separate groups are independent. Copying doesn’t change the average per account, it changes how often all your accounts win or lose together. Real “independent” strategies are often still correlated.
Why the average can mislead
Your loss is capped at the fees you pay, but a lucky streak can pay thousands. That makes the average result look better than what most traders experience: even a trader with no edge can show a positive average. That’s why the headline uses the typical result and the chance of ending ahead, and compares you with a coin-flip trader.
How sure is your win rate?
A win rate from 100 trades could easily be several points off. If you choose how many trades yours is based on, we treat your true win rate as uncertain (a Beta distribution, uniform prior) and show the likely range and how the results change across it. Average win and loss sizes are treated as known. On Copy & scaling, all of a trader’s accounts share the same true win rate, so “independent” accounts still fail together when the edge isn’t real.
What the model leaves out
Psychology is excluded by design. Trades are independent draws with a fixed win rate; real edges drift and trades cluster. Outcomes have fixed sizes unless Advanced variability is enabled. The trailing drawdown follows closed-trade balances unless you set excursions, which is optimistic for intraday trailing. No slippage or taxes. Monthly fees use 21 trading days per month. Results depend entirely on the edge you enter, which most traders overestimate.