POSITION SIZING HEATMAP
MONTE CARLO SIMULATION · 500 RUNS PER CELL · RISK VS WIN RATE
▸ PARAMETERS
STARTING CAPITAL ($)
RISK PER TRADE (%) — Y AXIS RANGE
Heatmap spans 0.5% → this value
RISK : REWARD RATIO
e.g. 2 = risk 1% to win 2%
NUMBER OF TRADES
RUIN THRESHOLD (% of capital)
Account considered "liquidated"
SIMULATIONS PER CELL
Higher = more accurate, slower
▶ RUN SIMULATION
KELLY CRITERION
Run simulation to compute optimal risk.
▸ OUTCOME HEATMAP
MEDIAN BALANCE
PROB. OF RUIN
MAX DRAWDOWN
0
100
Hover over heatmap to inspect cell