FXJAKE.COM

RISK & DRAWDAWN

CALCULATOR

RISK & DRAWDOWN CALCULATOR

Below is a calculator that implements risk of ruin or risk of drawdown calculations based on the two methods described therefafter (the risk of ruin is calculated from both a Monte-Carlo simulation and from the formula).

Prob. Win:
Reward/Loss ratio:
Risk Amt (%):
Number of periods:
Risk of:
Loss level (%):
Iteration: 0/1000
Risk (MC):
Risk of Ruin (formula):