🎲 Monte Carlo Simulation
What is Monte Carlo?
Monte Carlo simulation is a risk assessment method that models possible scenarios for your trading account multiple times. The program randomly shuffles your trades and generates hundreds or thousands of possible trajectories.
"Simulation" tab — Monte Carlo parameters configuration
How it works
- 📊 Takes your real trade history
- 🎲 Randomly shuffles the order of trades
- 🔄 Repeats 1000+ times
- 📈 Generates a "fan" of possible trajectories
- 🎯 Displays quantiles (5%, 25%, 50%, 75%, 95%)
📊
1000+ simulations
🎯
5 quantiles
📈
Risk assessment
Monte Carlo fan of trajectories — visualization of possible scenarios
What you'll learn
- 📊 Average result — expected final profit
- 🎯 Probability of profit — chance of ending the period in profit
- 📉 Worst-case scenario — maximum losses
- 📈 Best-case scenario — maximum profit
Simulation statistics — average result, probability of profit, worst/best scenarios
💡 Tip: If the worst-case scenario shows a loss of more than 30% of the account — reduce your position size. Good risk management is the key to long-term success!
🔒 TradeMetrics — Professional Trading Journal