Calculator

Return & lot calculator

Pick a system, your capital and the drawdown you can live with. See what it could return, the good and bad cases, and the lot size for each trade.

Bad caseworst 1 in 20

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Typicalmedian

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Good casebest 1 in 20

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Balance after 5 years

Backtest return / yr

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Chance of a loss

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at the end of 5 yrs

Deepest drop you may see

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median / bad case

Range of possible futures

2,000 simulations

Good caseTypicalBad caseHalf of all outcomesCapital

If you had started 5 years ago

Start — → — () · deepest drop —

If you raise the DD, where do results go?

Return per year over 5 years at every DD from 2% to 50% for this system. Hover or tap for amounts. At very high DD the numbers look unrealistically large: the simulation ignores margin, maximum lot size and liquidity.

Good caseTypicalBad case

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Typical

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Good case

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Bad case

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Chance of a loss

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Every system with $100,000

System	DD	Bad case	Typical	Good case	Chance of a loss

Balance after 5 years, listed in the site's usual order. Tap a row to open that system above.

Year by year

Year	Bad case	Typical	Good case

How this is calculated

Uses the system's weekly backtest results (hypothetical, not live trading) and scales the risk so its worst drop equals your DD.
The future range reshuffles that history in 3-month blocks 2,000 times. It only re-orders the past and cannot predict a market unlike anything before.
"Bad case" means 1 path in 20 ended lower. It is not the worst that can happen.
Not included: taxes, deposits or withdrawals, broker-specific costs, lot rounding on small accounts.

Risk disclosure · Methodology