TEST THE RISK BEFORE YOU TAKE IT.

Portfolio Simulator.

Compare possible growth with the drawdowns you could face. Choose a risk budget before you put money on the line.

Build your scenario

Starting portfolio balance

Current risk per trade (% of account)

Your total stop-loss budget, including fees and slippage. This is a comparison input, not margin or the model’s selected risk.

Strategy

Trades to simulate

A trade count, not a time forecast.

Assumptions & advanced settings

Custom chart horizonRisk evaluation horizonAllowed modeled 50% drawdown probability

The chart horizon does not change this separate risk horizon. The 10% search cap and constraint are preview assumptions, not an approved live trading policy.

Taker fee / side (%)Slippage / side (%)Round-trip spread (%)Funding / trade (%)

Typical stop distance (% of entry)

Fees apply to position notional. This model uses reference entry notional for both fills. Narrower stops mean more costs per dollar of risk. Spread and funding are excluded when set to zero; actual exit notional and fills can differ.

Illustrative, not a forecast

Independent, sequential trades. Constant percentage of your changing balance. Costs included under the assumptions above.

No upload, wallet or account needed.

Your portfolio simulation

Calculating…

Preparing your illustration…

Finding a conditional risk level

Updating all results for your current inputs. Comparing growth and drawdowns, then checking the result on fresh simulated paths.

Historical scenarios & saved portfolios

Your existing scenarios and paper ledger are retained here. Historical resampling uses a different model from the illustrative Outlook above; its sizing settings are not transferred automatically.

Starting capital

Sizing strategy

Sweet spot calculates a percentage for this scenario. You can change the balance, tolerance and cap below.

Drawdown tolerance (2.0% modeled chance of a 50% drawdown)

Risks a fixed 5.0% of the current balance. Dollars grow after wins and shrink after losses. Sweet spot selects the best median result among tested sizes meeting this tolerance in a simplified win/loss model, then applies your caps. The historical resampling below can produce a different drawdown frequency.

A 2% tolerance means at most 2% of the selection-model runs hit a 50% drawdown. It does not mean risking 2% per trade.

Per-trade risk cap (5.0% of balance)

Limits every simulated trade, even if your sizing rule requests more. A lower cap may make different strategies produce the same curve.

Sell at TP1 · rest rides to TP2

TP levels come from each call; this is how much comes off at the first one (stop moves to breakeven on the rest). Single-target calls exit fully at their TP.

Max leverage

Leverage affects margin, not the selected risk budget. The sizing model estimates liquidation at least 1.5× the stop distance away; exchange rules and actual fills can differ.

Stress-test the edge (60% assumed)

Recorded sample: 60.0% net wins · 1.92R median net winner. This changes the simulated mix of wins and non-wins while retaining their observed payoff sizes. Active sizing is limited to the recorded win rate or lower.

Initial simulated risk · before costs

$500 · 5.0%

The percentage stays fixed; the dollars adjust with the current balance. Modeled fees and slippage are added to each trade's price loss.

Requested risk: 12.0%. Applied after caps: 5.0%. Different rules can produce the same curve when the same cap limits them.

When a new call drops

DEMO — no real orders. Live execution requires a previously configured trading connection.

Median simulated balance

$10,962

Median simulated return

+10%

Typical worst drawdown

50% drawdown frequency

0 / 1,500

Drawdown is measured from each simulated peak. “Typical worst” is the median of each run's deepest drawdown. Zero observed in 1,500 simulations does not mean zero real risk.

FORWARD PROJECTION ≈ 1 calls

The archive averages ~0 calls/yr; this is a trade-count scenario, not a promise about the next 3 months.

Median balance (line) and 5th–95th band across 1,500 simulated futures — resampled from Daniel's recorded gross price outcomes after modeled entry and exit costs at this sizing. Assumes 0.045% taker fees plus 0.03% slippage per side, charged on each leg's notional; funding is excluded.

Hypothetical projection over 1 sequential trades, not a prediction of your balance in 3 months. It resamples outcomes independently; overlapping trades, clustered losses and changing market conditions are not modeled. Costs and losses can be larger. TP split and leverage settings apply to the portfolio workflow; they do not recalculate these archived exit outcomes.

RANGE OF OUTCOMES

Where your balance lands across the simulated futures.