Enter your edge. We run it through thousands of randomized futures and show you the honest range of outcomes — not the fantasy on the sales page.
When someone shows you one smooth account curve climbing to the top-right, they're showing you one outcome — usually a lucky one, often a cherry-picked one. Your real future is a distribution. The same strategy, traded honestly, can end almost anywhere inside a band of possibilities, decided as much by the order your wins and losses arrive as by the edge itself.
This tool runs your inputs through a Monte Carlo simulation: thousands of randomized sequences of the same trades. The dark line is the median — half of futures did better, half did worse. The shaded band spans the 10th to 90th percentile: the lucky and unlucky tails you don't get to choose between in advance.
If this is positive, time and discipline are on your side. If it's negative, they are working against you — and no position-sizing trick can reverse the sign. Everything this tool draws follows from it.
No — and anyone who gives you one is selling something. It’s the range of outcomes your inputs imply if the edge holds and trades arrive randomly. Reality adds slippage, changing markets, and your own behaviour, which usually make things worse, not better.
Variance compounds. Early on, a run of losses barely dents you; years in, the same run lands on a much larger (or smaller) balance. The band is the honest picture of how much luck still matters even with a fixed edge.
Because win rate alone means nothing without reward-to-risk. A 70% win rate at 0.5R is a slow loser after costs. Drag the R:R slider and watch the median move far more than the win-rate slider does.
Most durable retail strategies live around 40–60% win rate with 1.2–2.0R, netting a small positive expectancy per trade. If your inputs imply doubling your account every few months, they are almost certainly wrong.