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95% Confidence Interval
The real range where your Win Rate sits, eliminating guesswork. If the worst statistical scenario still beats breakeven, your setup is mathematically viable.
Enter your win rate and payoff to discover the real risk of ruin of your current setup in under 60 seconds. 100% free.
✅ 100% Free • ⚡ 60 seconds • 🔒 No sign-up • 📊 Institutional rigor
The real range where your Win Rate sits, eliminating guesswork. If the worst statistical scenario still beats breakeven, your setup is mathematically viable.
The ceiling of consecutive losses your capital needs to withstand before recovering. Without this number, any leverage is Russian roulette.
The ratio between what you earn and what you lose, weighted by frequency. A Profit Factor below 1.0 means your setup is mathematically impossible to profit.
Most brokers tell you to go to the simulator for months. But what they don't tell you is that 30 positive trades on a demo account can be pure market luck. Our Calculator computes the Confidence Interval of your system to tell you, with 95% scientific precision, whether you're ready for a live account or if you'll just donate money to the market.
Leverage allows you to trade with up to 10x your capital. But without math, it's Russian roulette. If you don't know your Estimated Maximum Drawdown, your margin will turn to dust on the first inevitable losing streak. Discover your statistical risk ceiling before clicking the buy button.
There are dozens of glossaries explaining Stop Loss and Price Action. But none of them show you the math behind Payoff. Discover in under 60 seconds whether your current win rate justifies the risk you take per trade. If the math doesn't work here, your setup is unviable long-term.
A broker simulator only records your nominal gain or loss over a short period. If you make 20 or 30 positive trades on a demo account, you don't know if that was technical skill or just a lucky sample in a favorable market. Our Quantitative Calculator analyzes your history from a statistical perspective, calculating the real probability that your setup will stay alive long-term or if it's just a statistical "false positive".
It's the mathematical rigor used by large quantitative funds to audit strategies. In simple terms, the calculator analyzes your history and stipulates that in 95% of possible future scenarios, your real return and win rate will stay within the range drawn by the tool. This eliminates guesswork and gives you a scientific ceiling of predictability.
Because win rate alone is a mathematical illusion. If you win 70% of the time earning $2 per trade, but lose $10 on the 30% you get wrong, your account will close in the red. The calculator crosses your Win Rate with your Payoff (Average Gain vs. Average Loss) to show you the exact breakeven point of your system.
Leverage allows you to trade with up to 10x or more of your real capital, but it's an extremely dangerous double-edged sword. The calculator uses probability distribution formulas to calculate your Risk of Ruin and Estimated Maximum Drawdown. It tells you exactly what the mathematical chance is of an inevitable losing streak evaporating your margin at the broker, allowing you to adjust your position size before clicking.
In statistics, the larger the sample, the smaller the margin of error. You can test with small samples, but to get a high-precision technical diagnosis of your setup's behavior, we recommend entering a history of at least 30 to 50 executed trades.
Absolutely not. We respect the privacy and strategic security of your trading system. All calculations are processed and generated instantly. The tool is 100% free, requires no registration and does not request passwords or connection data to your broker accounts.
Yes. Mathematics, risk management and probability are universal and work identically on any asset. Whether you day trade index futures, Bitcoin or currency pairs — as long as you use an entry price, a profit target (Take Profit) and a loss limit (Stop Loss), the calculator will generate your diagnosis perfectly.