STRATEGY PRESETS:
Saved Scenarios
Trade Parameters
InteractiveTrades represent a partial allocation of total equity (e.g. 25% position sizing). Effective equity risk is scaled down proportionately.
$
%
Position Size (% of Total Portfolio)
25.0%
Conservative (10%)
Balanced (25%)
Aggressive (50%)
All-in (100%)
Implied Account Risk / Trade:
-1.25%
Win Rate (% of winning trades)
50.0%
Low (30%)
Coin Flip (50%)
High (70%)
Average Win
+15.0%
+5%
+15%
+50%+
Max / Avg Loss
-5.0%
-1%
-5%
-20%
β
Positive Mathematical Expectancy
Your system generates a net positive compounding return per trade pair.
Kelly Criterion Sizing Engine
Full Kelly: 33.3%
The Kelly formula maximizes long-term logarithmic capital growth. Experienced traders typically deploy Half-Kelly or Quarter-Kelly to buffer against volatility drag and drawdowns.
Full Kelly
33.3%
Half Kelly (Rec)
16.7%
Quarter Kelly
8.3%
Compounded Trades
16
8W / 8L
Arithmetic Trades
20
Fixed cash per trade
Reward / Risk
3.0 : 1
B/E: 25.0% win rate
Trade Expectancy
+5.00%
+$500.00 / trade
1W:1L
2-Trade Compounding Cycle Multiplier
Net equity change after 1 consecutive win and 1 loss: (1.15 Γ 0.95)
+9.25%
1.0925x per pair
Portfolio Equity Projections
Theoretical expected path vs Monte Carlo randomized sequence of returns
Sim Max Drawdown
-9.75%
Sim Longest Loss Streak
3 trades
Sim Ending Capital
$20,285
Target Hit Trade #
Trade 15
Capital Milestones Progression
Arithmetic Target Map| Milestone Gain | Portfolio Equity | Total Trades | Wins Required | Losses Incurred |
|---|