Free tool

Monte Carlo simulator

By Ignacio Arias, founder of TRAVIDENCE and author of the methodology · Last reviewed: August 2026

This simulator resamples your trades thousands of times to show the range of paths the same strategy could have produced: drawdown bands, the distribution of final results, and the probability of hitting your loss threshold. It answers how much the ride can hurt — not whether your strategy is genuine.

What this simulator does NOT measure. Overfitting. Resampling your own trades cannot detect whether the strategy is fitted to the past: if the record you paste comes from an overfit backtest, every simulation inherits that bias. This simulator answers a different question: if your strategy is genuine, how rough can the ride get? For the other question — is it genuine? — use the Overfitting Calculator, or audit it formally.

Overfitting Calculator → Audit your strategy before you risk capital →

Everything runs in your browser. Your trades are never sent to any server.

Paste one column with each trade's result, one number per line, in your account's currency. Decimal point.

At least 30 trades are needed for the simulation to say anything useful. With fewer, any result is noise.

Where do I get this?

Look for the net result per trade in your platform's export:

MetaTrader 4/5: the Profit column in your account report or Strategy Tester report.

TradingView: Strategy Tester → List of Trades tab → Net P&L column on each exit row.

NinjaTrader, cTrader, thinkorswim: the trade export includes a per-trade result column.

Your own spreadsheet: one column with each trade's result.

Copy that column and paste it here — one number per line.

Same currency as your trades. Used to compute percentage drawdowns and your threshold.

How many trades each path simulates. Defaults to the number you pasted.

How many alternate paths are generated. More simulations, steadier bands.

The peak-to-trough drop you consider unacceptable. The simulator reports how often paths hit it.

The same number and the same data produce exactly the same results.

Method and limits

IID bootstrap with replacement over the trades you provide: each path is built by sampling your own trades at random, with replacement. Trades are treated as independent and identically distributed; the simulation doesn't model serial dependence, structural streaks or regime changes. Max drawdown is measured peak-to-trough on the equity curve. This method measures sequence risk — the order in which your results can arrive — and fully inherits the quality of the input record.

Want to know first whether your result is real and not the best of many tries? → Overfitting Calculator

Notice. TRAVIDENCE is an independent validation service. It is not financial advice or an investment recommendation. Past performance does not guarantee future results; no validation eliminates the risk of loss.