Tools · Variance

Variance Visualizer

Simulate thousands of trade sequences via Monte Carlo to visualize the possible dispersion of your equity. Understand variance before it hits you.

Settings

Win rate

Expected percentage of winning trades

Average win

Average loss

Number of trades

Number of simulations

Max 1000 — more = more accurate but slower

Starting equity

Expectancy / trade

+65.00 $

WR × Win − (1−WR) × Loss

Set your parameters on the left then run the Monte Carlo simulation. You will see the possible dispersion of your equity across 250 scenarios.