Monte Carlo Simulator/Extrapolator and Kelly Criterion Calculator

Trading Strategy Monte Carlo Simulator

Forecast portfolio growth based on your strategy's metrics.

Extrapolate from Trade History (Optional)

This will automatically fill in Win Probability, Average Win, and Average Loss below.

Initial Capital ($)

Allocation / Trade (%)

Projected Trades

Simulations

Win Probability (%)

Average Win (%)

Average Loss (%)

Strategy Analysis

Run simulation to see results.