Free tool · Monte Carlo
Trailing Drawdown Simulator
2,000 alternate-universe versions of you attempt the same evaluation with the same skill. The only thing that varies is luck’s order of arrival. Watch what the structure does to them.
The eval
You
—Pass rate
—Breach rate
—Ran out of days
—Median days to pass
—Lives (DD ÷ risk)
—Expectancy / trade
Set your inputs and run.
Drawdown-type face-off
Hold everything else constant; swap only the drawdown mechanism. This is the experiment from Module 03, live.
How to read this honestly
- The model: each trade independently wins (+avg winner), or loses (−1R). Intraday mode additionally assumes every trade’s unrealized P&L peaked +0.5R (adjustable) before resolving — because real intraday trailing ratchets off peaks you never banked. Reality is messier than any of this: streaks correlate, you size up when tilted, news gaps through stops.
- What it’s for: comparing structures and sizes — the differences between scenarios are far more trustworthy than any absolute number.
- What it’s not: a prediction. See the CFTC Rule 4.41 hypothetical-performance disclosure; these are hypothetical results with inherent limitations.
Try this
Set win rate to 40% and average winner to 1.5R — a trader with zero edge. Run it. That pass rate you’re seeing (typically ~30%) is why passing an eval proves less than it feels like it proves, and why the funded stage — not the eval — is where the real sorting happens. Full story in Module 03.