Step 02 · Analyze

Was that equity curve skill, or one lucky ordering?

A backtest is one draw from a distribution. Shuffle the same win rate and reward-to-risk a few thousand times and you get the range of curves the strategy could have produced — including the ones that would have made you switch it off.

Your setup

Take the win rate and reward/risk from a backtest or a live record, and the trade count from the same period. If you know the deepest drawdown that actually happened, add it below — that is what turns a distribution into a verdict.

Your edge

Average win divided by average loss. 1.5 means a winning trade returns 1.5 times what a losing one costs.

Risk and horizon

How many trades one simulated run contains. Use the number your backtest produced, not a round figure.

A run that reaches this loss stops trading, the way a real account does. Half the balance is the common choice.

Percent of balance is what an EA actually does. It compounds in both directions, so at the same risk percentage it reaches deeper drawdowns than a fixed stake.

What actually happened (optional)

The deepest peak-to-trough loss in your backtest or live record. Leave it empty and this page will not guess — the comparison simply stays unanswered.

The same seed always produces the same runs. Change it to see how much of the shape was the seed and how much was the strategy.

Diagnosis

A distribution does not tell you what to do. These checks compare it against a ruin limit, against how deep the tail goes, and against the one result you actually observed.

The range of outcomes

Read the outer columns as «this happened in one run out of twenty» and the middle as «this was the typical run». The gap between them is the part a single backtest cannot show you.

Measure Low 5% Median High 5% Worst run
Final balance multiple of the starting balance
Maximum drawdown deepest peak-to-trough loss within a run
Worst losing streak consecutive losses within a run

How the runs spread out over time

The middle column is the typical path. The outer two are the one-in-twenty cases on each side. They separate as the run goes on, which is why a short backtest can look like almost anything.

After trade Low 5% Median High 5%

How this is calculated

Each simulated trade either wins the reward/risk multiple or loses one unit of risk, drawn independently. That independence is the model's main simplification: real strategies cluster their losses, because the conditions that break them persist for weeks. Treat the tail here as optimistic, not conservative.

The point is not the median. Every strategy looks acceptable at the median. What decides whether you keep running it is the one-in-twenty path — the drawdown you did not plan for, arriving in the month you had just increased size.

Win rate and reward/risk are point estimates from a finite sample, and the simulation treats them as exact. Moving the win rate by two points shifts this whole distribution more than changing the seed does, which is worth trying before trusting any of it.

Nothing is uploaded. Every number on this page is computed in your browser, and the link you copy carries only the values you typed.

Related tools

Nothing is uploaded and no trade history is read. The distribution comes only from the numbers you typed, so it inherits every error in them.