Equity Curve Simulator
Monte Carlo Analysis
No Limits on Number of Lines / Runs
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: