Probability-based account survival
Risk of Ruin Calculator
Understand how likely your system and risk settings are to lead to severe account damage or ruin. Probability of ruin, deep drawdowns, risk stress interpretation, and a suggested safer risk zone. For systematic trading only.
Inputs
Not stored in system; always editable
Probability metrics
P(100% ruin)
0%
P(50% drawdown)
0%
P(25% drawdown)
0%
Probability bars
Risk interpretation
Safer zone. Ruin and deep-drawdown probabilities are relatively low for this edge. Keep position sizing disciplined.
Current risk: 1% per trade · Win rate 50% · CRV 2. Model assumes fixed fractional risk and independent trades.
Suggested safer risk zone
- To keep P(50% drawdown) ≤ 10%, use risk per trade ≤ 15.05%.
- To keep P(100% ruin) ≤ 5%, use risk per trade ≤ 19.95%.
These are approximate from the same theoretical model. Use for comparison and to stress-test position size, not as a guarantee.
Disclaimer
Simplified probability model. Real trading has correlation, slippage, and non-fixed payoffs. Use for risk awareness and comparison only. Not financial advice.