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Pass probability calculator

This runs 4,000 simulated evaluations with your numbers and counts how many hit the profit target before the max loss. It is a model, not a forecast, but it shows quickly whether your sizing fits the rules.

Pass—
Hit max loss—
Ran out of days—
Average days to pass—
Expectancy—

What the numbers usually show

Try halving your average win and loss: the pass rate typically goes up while the days needed grow. Try a 40% win rate with the same sizes: an edge that looks fine on paper often busts more evaluations than it passes. The results change slightly each time because the trades are random; that spread is real too.

Questions traders ask

How accurate is this?

It is only as good as your inputs. It assumes each trade is independent with the win rate and sizes you enter. Real results cluster: losing streaks, tilt and news days make failure more likely than a simple model suggests.

Why can a strategy with a positive expectancy still fail most of the time?

Because the max loss is usually small next to the profit target, a normal losing streak can end the account before the edge shows up. Smaller size lowers the chance of busting but makes reaching the target take longer.