Risk of Ruin Calculator
Calculate your trading system's risk of ruin and optimize position sizing for long-term survival
Risk Analysis Results
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Risk of Ruin
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Survival Confidence
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Trade Expectancy
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Max Expected Drawdown
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Expected Trades to Ruin
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Profit Factor
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Optimal Risk % (Kelly)
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Risk of Ruin Curve (Probability over Time)
Trade Statistics Breakdown
| Win Rate | - |
| Loss Rate | - |
| Average Win ($) | - |
| Average Loss ($) | - |
| Expectancy per Trade ($) | - |
| Expectancy per Trade (%) | - |
Recommended Position Sizes
Conservative (1% Risk):
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Moderate (2% Risk):
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Aggressive (Current):
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Kelly Optimal:
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* Based on $100 risk per 1% of account
Risk per Trade Analysis
Current Risk per Trade:
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Dollar Amount at Risk:
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Stop Loss Distance Needed:
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Monte Carlo simulation analyzing thousands of trading sequences to estimate risk probabilities.
Probability of reaching max drawdown:
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Median max drawdown:
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95th percentile drawdown:
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Simulation runs:
5,000
Adjust parameters to get personalized recommendations
📘 Professional Risk Management Tips
- Never risk more than 1-2% of your account per trade
- Keep your risk of ruin below 5% for long-term survival
- Track your win rate and risk-reward ratio monthly
- Consider reducing risk after a series of losses
⚡ Instant Risk Assessment
Enter your trading parameters to see if your system is safe
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