Equity Curve Simulator
Monte Carlo Analysis

No Limits on Number of Lines / Runs

Original concept here (they limit to 100 lines): http://www.equitycurvesimulator.com/

Thanks to Remi @ J16 for making this happen!!! He found the better charting package.

Pay special attention to the way drawdown changes as risk per trade increases. Also, did many lines finish under the starting amount? The analysis demonstrates a theoretical 1 in X number of chances this will happen. Where X is the value in "number of lines" below.

Kelly: Expectancy:
Max Drawdown: () Avg. Max Drawdown:
Equity Drawdown: Equity Max:
Avg. Performance: ()
Return on Max Drawdown:
Max. Consecutive Winner: Max. Consecutive Loser: