Risk-of-Ruin Simulator
Evaluate the mathematical probability of hitting your maximum tolerable drawdown threshold before achieving trading goals.
Risk-of-Ruin Simulator
Statistical model of drawdown breach probability based on win rate and risk parameters.
Simulation Inputs
Ruin & Breach Probability
Strategy EV / Trade+0.25 R
Probability of Breaching 30% DD100%
Loss Trades to Breach Threshold15 consecutive trades
Mathematical Methodology & Risk Disclaimer
The Risk of Ruin calculation estimates the statistical probability that a series of consecutive losses will breach your defined drawdown limit.
Note: This model assumes constant win rates and fixed-fractional risk per trade. In live markets, trade outcomes may exhibit serial correlation or volatility clustering.