Monte Carlo Simulation
Upload NinjaTrader trades and simulate prop firm pass/fail scenarios
Upload Trade Data
Dollar risk used per trade in CSV
Drag & drop NinjaTrader CSV export here
or click to browse
Trade Pool Statistics
Edge Confidence Analysis click to collapse
Expectancy Test
Win Rate Test
95% Confidence Intervals
Sample Size Guidance
Reading p-values (Expectancy & Win Rate):
Lower is better. Below 0.05 = likely real edge (less than 5% chance it's luck). Below 0.01 = strong evidence. Above 0.10 = insufficient evidence — need more trades.
Win Rate Below 50%? Don't Panic.
Many profitable strategies have win rates below 50% but make money because winners are larger than losers.
A high Win Rate Test p-value (like 0.90) just means your win rate isn't statistically above a coin flip —
that's fine! The Expectancy Test is often more meaningful because it factors in both win rate AND
the size of wins vs. losses. A positive expectancy with a low p-value is what matters most.
Simulation Parameters
Same as data
Simulates missed fills
Slippage/fill noise (±%)
Simulation Results
Strategy Analysis
Trades to PASS
Trades to FAIL
Sample Equity Paths
Distribution: Trades to Pass
How many trades did it take to reach profit target?
Distribution: Trades to Fail
How many trades before hitting drawdown limit?
Assumptions:
This simulation samples from your actual trade results with replacement, assuming each trade is independent.
Real trading has serial correlation, varying market conditions, and psychological factors not captured here.
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from Dec 2025