Equity curve simulator
See how far apart the results of one set of trade numbers can land. Enter a win rate and reward/risk, or paste your trades or upload them as a CSV.
Runs in your browser. Nothing you type is uploaded.
Possible equity curves
- One possible curve
- Middle curve
- Starting balance
Embed this tool on your site
Free to use. Paste the code into your page; it carries the numbers in the form right now. Everything runs in your visitor's browser.
How it works
An equity curve simulator plays the same trade numbers many times in a different random order and draws each account balance as one line. How wide the bundle spreads shows how much of a single backtest curve was the order of the trades.
Example: a 45% win rate, wins 1.5 times the risk, 1% risk per trade, a 20,000 account and 300 trades, over 50 curves. The middle curve ends at 29,146, 92% of the curves finish above where they began, and the deepest fall among them is 24.6%.
How to use it
Start with the win rate, the reward/risk and the risk per trade from a backtest report. To use your own results, switch to the trade list and paste one result per line, or choose a CSV: the simulator takes a column named Profit or P&L, or else the last column of numbers. The file stays on your computer.
Choose a percentage risk to see compounding, where each trade risks a share of the balance at that moment. Choose a fixed amount to see one contract at a time. Trades from a list always keep their own size.
How to read the curves
Look at the width of the bundle first. A narrow bundle says the trade numbers decide the outcome; a wide one says a single backtest curve could easily have looked very different. Then read the deepest drawdown and the longest losing streak, and ask whether you would still be trading at that point.
The gold line is the curve with the middle final balance, not an average of the others, so it shows the kind of bumps a real account goes through.
What it does not show
Drawing trades at random keeps the average trade and its spread, but it breaks up clusters of losses, and real losing runs can bunch together. It also cannot tell you the win rate will last. Trades from an overfit backtest draw a clean bundle for a strategy that may not exist, so feed it out-of-sample trades after costs.
Questions
What is an equity curve simulator?
A tool that draws many possible account balance curves from one set of trade numbers. It shows how much the path can vary when only the order of wins and losses changes. This one runs in your browser and is free, with no sign-up.
Can I upload my own trades?
Yes. Choose a CSV in the trade list mode, or paste the results. The simulator reads the file on your computer and uploads nothing. It takes up to 20,000 trades.
How is this different from the Monte Carlo simulator?
Both draw random sequences of trades. This one draws the curves themselves and shows final balances, with percentage risk and compounding. The Monte Carlo simulator runs up to 10,000 sequences at a fixed size and reports drawdown percentiles and the chance of ruin.
Why do the curves stay the same when I reload?
The random draws depend only on the numbers you enter, so the same inputs give the same curves and a link you share shows the same result. Change any input and a new set is drawn.
Does a good-looking bundle mean the strategy works?
No. The bundle only replays the numbers you gave it. Whether those numbers will hold on new data is a separate question, which out-of-sample testing and walk-forward analysis try to answer.
Turn this calculation into an automated strategy
AlphaPrime generates, backtests and filters strategies automatically.
For education. Not investment advice. Check the exchange before you trade.