Methodology
The terminal applies deterministic formulas and randomised simulations to user-supplied assumptions. It is designed to support disciplined thinking rather than predict future market performance.
Monte Carlo simulation
The model generates multiple possible sequences of winning and losing trades using the selected win rate, reward-to-risk ratio, risk per trade, trade count, drawdown and objective. The order of outcomes varies between runs, which allows the software to estimate a distribution rather than rely on one sequence.
Risk of Ruin and survival
Risk of Ruin is the simulated proportion of modelled sequences that breach the available drawdown before completing the scenario or reaching the objective. Survival is its complementary model outcome for the stated assumptions.
Payout engine
Qualifying-day requirements, cycle caps, lifetime caps, payout ratios and profit splits are applied as editable planning rules. They are not live integrations with prop firms.
Limitations
- Trades are simplified and may be treated as independent.
- Real-world slippage, commissions, changing edge and behavioural mistakes may not be fully represented.
- Results are sensitive to the accuracy of the inputs.
- Historic performance does not guarantee future results.