Tools  /  Strategy Reality Check
FLAGSHIP TOOL

Strategy Reality Check

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.

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Your strategy

$10,000
52%
1.4 : 1
Average winner ÷ average loser
1%
1
20
$7
Spread + commission, round-trip
Compounding
Risk a % of current balance
Σ
This edge is positive — but variance is real.

Expectancy is +0.18R per trade. The median path grows, but notice the gap between the lucky and unlucky bands: even a good strategy has losing years. Size so you survive the bottom of that band, not the middle.

SIMULATED EQUITY · 10,000 PATHS · 3-YEAR HORIZON52% WR · 1.4R · 1%/trade
Median outcome10th–90th percentileStarting capital
1-year median
$15,135
Middle outcome after 240 trades
2-year median
$22,906
Half of futures beat this
Chance of profit
100%
Futures ending above your start
Expectancy / trade
+0.18R
≈ $18 per trade
Typical worst drawdown
−14%
Median deepest peak-to-trough dip
How to read this

A single equity curve is a lie. This is the honest version.

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.

The number that decides everything
Expectancy (R) = (Win% × R) − (Loss% × 1)

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.

Frequently asked questions

Is this a prediction of my account?

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.

Why does the band get so wide?

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.

My win rate is 70% — why isn’t the median higher?

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.

What counts as a realistic edge?

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.