Capital Survival Simulator
Preserved ToolUnderstand how position size, losing streaks, and system statistics impact your probability of account survival.
How to use this Capital Survival Simulator
Input your account capital, win rate, risk-reward ratio, risk per trade, drawdown threshold, and trade count. Simulate multiple random equity paths using Monte Carlo trials to estimate capital survival probability and drawdown breach risk.
Simulation Settings
Same inputs + same seed = same result. Change seed to test a different path sample.
Simulator Ready
Click the Run button to simulate 300 random equity paths and check account survival metrics.
Educational only. Not financial advice. Results are simplified estimates based on the inputs you provide. They do not include brokerage, taxes, slippage, liquidity, bid-ask spread, margin rules, dividends, early exercise, exchange-specific contract rules, or emotional execution mistakes. Use this as a learning and planning tool, not as a trade recommendation.
Capital Survival Simulator Guide
This tool estimates how often a trading system survives a sequence of trades without breaching your drawdown limit. It is designed to show why risk per trade matters more than most traders think.
How to use this tool
- 1Enter your account capital so results are shown in actual rupee amounts.
- 2Enter realistic win rate and risk-to-reward from your journal or backtest.
- 3Set risk per trade as a percentage of account capital.
- 4Set a drawdown threshold that represents your pain point, prop limit, or shutdown rule.
- 5Run the simulation with a fixed seed for repeatable results. Change the seed to stress-test different trade sequences.
Key metrics
Survival Rate
The percentage of simulated paths that did not breach your drawdown threshold.
How to use it: Higher survival rate means your risk size gives more room for normal losing streaks.
Estimated Breach Risk
The percentage of paths that hit or crossed the drawdown threshold.
How to use it: Use this to decide whether your current risk per trade is too aggressive.
Average Ending Balance
The average final account balance after all simulated trades.
How to use it: Compare this with survival rate. A high ending average is not useful if breach risk is too high.
Worst Observed Drawdown
The deepest drawdown seen across the simulated sample.
How to use it: Use it as a stress warning, not as a guaranteed worst case.
Longest Expected Losing Streak
Approximate longest losing streak expected over the selected trade count.
How to use it: Check whether your position size can emotionally and financially survive that streak.
Formulas used
Cash Risk Per Trade
Cash Risk = Account Capital × Risk %If capital is ₹10,00,000 and risk is 1%, each loss is modeled as ₹10,000.
Win Amount
Win Amount = Cash Risk × R:RIf risk is ₹10,000 and R:R is 1.5, a winning trade adds ₹15,000.
Drawdown
Drawdown = (Peak Equity − Current Equity) ÷ Peak EquityDrawdown is measured from the highest simulated equity point, not only from starting capital.
Example
A ₹10,00,000 account risking 2% per trade loses ₹20,000 on each loss. A 5-loss streak creates roughly ₹1,00,000 damage before considering missed opportunities and emotions. Reducing to 1% doubles survival room.
Common mistakes to avoid
- • Do not judge a system only by average return. Look at survival rate and drawdown together.
- • Do not use a random one-time result as truth. Keep the same seed for repeatable analysis.
- • Do not increase risk after losses just to recover faster.