Monte Carlo Drawdown Calculator

Your backtest shows one drawdown. Here's the range your trades could have given you.

🔒 Runs 100% in your browser. Your trades never leave your device.

What this does

A backtest is one equity curve: the trades in the exact order they happened to come. Change that order, or drop a few trades, and the same strategy can have a much deeper drawdown. This page reshuffles your trades a thousand times or more and shows you how bad it could reasonably get.

I use it before I trust any strategy. If the 95th-percentile drawdown would make you switch the system off, you want to know that now, not three months into live trading.

1. Your trades

Profit or loss per trade, one per line (or separated by commas)

Money (e.g. 125.40) or percent per trade (e.g. 1.2%). Currency signs, thousand separators and (brackets) for losses are fine.

2. Settings

Starting capital

Trade values are

Simulations

Drawdown limit (%)

The most you'd tolerate.

Method Reshuffle the orderSame trades, random order. Shows the effect of sequence luck. Resample with replacementSome trades show up twice, others not at all. Harsher, also varies the final result.

Randomly skip trades (%)

Simulates missed fills, downtime or a VPS outage. 0 = off. 5–10% is a good stress test.

3. Results

Equity curves: your backtest vs. 100 simulated paths

Your backtest (original order)Simulated pathsStarting capital

How deep did the drawdown get? (max drawdown of every simulation)

Your backtest95th percentileYour limit

Max drawdown percentiles

Final equity percentiles

Want the other 9 tests?

Get the free Robustness Checklist: the 10 tests I run before I trust any strategy.

Get the free Robustness Checklist →