Risk Analysis Suite

Quick Start

  1. Set Distribution Type to Normal, Simulations to 1000, Trades to Forecast to 100.
  2. Enter your backtested win rate and R:R. Set Cost per Trade honestly.
  3. Position Sizing: Fixed Fractional at 1%.
  4. Enable Regime Switching. Set adverse win rate \~5–10% below your normal rate.
  5. Display Mode: Fan Chart.
  6. Check: Ruin Rate below 5%? 95th %ile max DD survivable? Profit Factor above 1.0?

Once the baseline looks sound, switch to Fat Tails and observe the change in ruin rate and worst-case drawdown. That gap is the black-swan risk your strategy carries.

If you have real trade data, paste it in and switch to Bootstrap (Block). This is the most realistic simulation the indicator can produce.