Risk of Ruin Calculator — Monte-Carlo Position-Sizing Simulator

Tools / Risk of Ruin Calculator

Risk of Ruin Calculator

A Monte-Carlo simulator: map your probability of ruin, drawdown and the Kelly-optimal risk across any win rate and risk-per-trade. Runs entirely in your browser.

Educational tool — not financial advice. Prefer it automated? FibScanner applies these levels across 293 markets for you.