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Monte Carlo Stress Tester

Replay your trades thousands of times in different orders and mixes to see the range of outcomes a single backtest hides: drawdown, probability of ruin, losing streaks and a return band — plus a stress test of your portfolio against real market crises.

Free · no AI credits

How the stress test works

A backtest or journal shows one path: the order your trades happened to arrive in. The stress test resamples those same closed trades thousands of times and reports the spread of outcomes — the percentiles, not a single number.

Percent-of-equity results compound; money results (journal, broker) are added to the starting capital you enter. Equity that reaches zero stays at zero. Every probability carries a ± margin from the number of paths.

Below 30 closed trades nothing is estimated. The simulation is seeded, so the same inputs always give the same answer.

Frequently asked questions

What is a Monte Carlo simulation in trading?

It re-runs your list of closed trades thousands of times in random orders (and, with the bootstrap, random mixes) to show the range of drawdowns and returns the same edge could have produced — instead of the single path a backtest reports.

What does probability of ruin mean here?

The share of simulated paths whose equity fell below your ruin threshold (for example 50% below the starting capital) at any point. It is shown with a ± margin because it is itself an estimate from a finite number of paths.

How many trades do I need?

At least 30 closed trades; below that the tool shows no percentages. Results become noticeably more stable above 100 trades.

Bootstrap, shuffle or block — which should I use?

Shuffle isolates sequence risk (same trades, new order). Bootstrap also varies how many wins and losses you get, so it gives a return range. Block bootstrap keeps runs of consecutive trades together, which matters when your losses tend to cluster.

What is the portfolio crisis replay?

Your current holdings are replayed through real past episodes such as the March 2020 COVID crash, the 2022 LUNA and FTX collapses and the October 2025 liquidation cascade, using the prices each asset actually traded at. Assets that did not exist then are reported as not measured, never estimated.

Is this a forecast?

No. It resamples history. It shows how fragile a track record is to luck and ordering; it cannot know about conditions that are not in your data.

Check how your holdings move together Size a position

Educational risk analysis based on historical data. Not investment advice.

Paste closed-trade results. Nothing is stored.

One value per trade, separated by new lines, spaces or commas. Use a dot for decimals — e.g. 2.4, -1, 1.5, -1

0 trades read
Simulation settings

Draws trades with replacement: varies both the order and the win/loss mix.

More paths narrow the ± margins. Your plan allows up to 1,000.

A path counts as ruined once equity falls this far below the starting capital.

Leave empty to use the number of trades in the sample.

Your P/L is in money, so the simulation needs an account size, e.g. 10000.

0 of the 30 trades needed

A backtest or journal shows one path: the order your trades happened to arrive in. The stress test resamples those same closed trades thousands of times and reports the spread of outcomes — the percentiles, not a single number.