Your strategy
Average win in R; losses are −1R.
Odds over those trades
Chance of a 30% drawdown
0.76%
Expectancy
+0.26R
per trade
Typical max drawdown
23.9%
median run
Bad-case drawdown
36.8%
1 run in 20 is worse
Median result
+1,004%
after 500 trades
Method: 5,000 Monte Carlo runs. Each trade wins with your win rate (+1.8R) or loses 1R, risking a fixed % of the current balance. Ruin counts runs that fell 30% below the start at any point. Real trades cluster, so treat this as a floor.
Use your real win rate, not a guess
Flowsense syncs your exchange trades and measures your actual win rate, average R and losing streaks, then shows which habits cost you the most.
FAQ
- What is risk of ruin?
- The probability that a run of trades takes your account down by a chosen amount, for example 50%, before you can recover. It depends on your win rate, reward:risk and how much you risk per trade.
- How is it calculated here?
- With a Monte Carlo simulation: thousands of random sequences of wins and losses using your win rate, each compounding a fixed % of the current balance. The share of sequences that hit the drawdown is the risk of ruin.
- What risk per trade is safe?
- Many traders keep risk at 0.5–1% per trade so that even a long losing streak stays survivable. Use the calculator to see how quickly ruin odds rise above that.
More free trading tools
Expectancy
Turn your win rate and average win and loss into expectancy per trade, the break-even win rate and profit factor. Plus the R-multiple of any single trade.
Drawdown & compounding
See the gain you need to recover from any drawdown, how many losses in a row get you there, and how a steady return compounds over time.
Risk/reward
Enter entry, stop and target to get the risk:reward ratio, the win rate you need to break even, and how fees change both.
Account growth
Project your account from a starting balance and a return per trade, day or month, with optional regular withdrawals and a growth chart.
Your next 100 trades can be your best.
Import your history tonight. Get your first AI review this Sunday.