Simulation setup
The simulator models a reserve-backed trading methodology. Tune every assumption below, then run 3,000 paths to see what the distribution of outcomes looks like.
Trading account
No intraday reloads. You trade what you have left.
Reserve account
Reloads only happen between sessions, and the reserve depletes with every refill.
Outcome mix
The full loss probability is calculated automatically as the remainder.
Payout tuning
Use this block to match your real trade asymmetry and partial exits.
Monthly cost drag
Model recurring cash taken out of the system on a monthly cadence.
Simulation rules
Reloads happen after the day closes if the trading account finishes under the trigger.
Run logic
The current simulation assumptions and payout rules used for the numbers below.
Streak analysis
Level 9 requires eight straight advancing wins. Loss streaks count 50% stops and full losses.
Win streak distribution
Maximum advancing streak seen inside each simulation.
Loss streak distribution
Maximum consecutive stop or full-loss streak by simulation.
Portfolio outcomes
Final wealth combines trading and reserve balances after sweeps, reloads, and end-of-run state.
Tail cases
5th percentile downside and 95th percentile upside snapshots for the same run assumptions.
Total wealth over time
Median, 25th percentile, and 75th percentile path across all simulations.
Final total wealth
Distribution of ending combined wealth across all runs.
Average trades at each level
How often the progression ladder is actually visited.
Reserve sample paths
Representative reserve trajectories after weekly sweeps and reloads.
Trading account sample paths
Intraday volatility survives even when total wealth smooths out.