Trading Risk Calculator
Paste your trade results, upload a CSV, and estimate realistic drawdowns, median outcomes, and worst-case risk before trading live.
Upload a CSV with trade results (R). Only numeric values will be used — extra columns may affect results.
Free max: 5,000 trades
Advanced max: 20,000 trades
Professional max: 100,000 trades
Simulates many possible outcomes using your trades to estimate realistic drawdowns.
Free max: 10,000 simulations
Advanced/Professional max: 100,000 simulations
Large trade lists may require fewer simulations to avoid freezing the browser
Higher = more accurate, slower
Shuffle = same trades, different order.
Bootstrap = random trades from your data. Trades can repeat, creating new streaks.
Bootstrap typically shows more realistic downside risk.
Note: does not account for streaks or market conditions.
Results
Run a simulation to see your median outcome, 95% drawdown, 99% drawdown, and worst drawdown.
Save this run to your account so you can review and compare it later.
Large runs may take several seconds.
Unlock deeper risk analysis
Go beyond basic drawdowns with recovery analysis, risk of ruin, historical regime diagnostics, and Block Monte Carlo testing.
Advanced
$15 /month
For traders improving a single system
✓ Up to 100k simulations
✓ 20k trade uploads
✓ Save 25 simulations
✓ Compare saved runs
✓ Export CSV/PDF
✓ Outcome & drawdown distribution charts
✓ Recovery time estimates
✓ Risk-of-ruin metrics
Professional
$39 /month
For serious traders and prop firms
✓ Everything in Advanced
✓ Block Monte Carlo
✓ Year-by-Year Return, Drawdown & Expectancy Analysis
✓ Historical Regime Analysis
✓ Drawdown Duration Analysis
✓ Unlimited saved runs
✓ Larger trade uploads
✓ Losing Streak Clustering
✓ Rolling Expectancy
✓ Time Between New Equity Highs
✓ Block Size Recommendations