Strategy Tools
Strategy Parameters
$
Trading Frequency
20
4.6
R Value Distribution for Winners
R to
%
R to
%
R to
%
Total: 100% (must equal 100%)
%
R
of account
Note: All losing trades are fixed at -1R
Strategy Results for Custom Strategy
Understanding Your Results
Return (R) - Risk Multiple

This value shows the total number of risk units (R) you're expected to gain over a given time period. If you risk 1R per trade (your predefined risk amount), a return of 4.8R means you've made 4.8 times your risk amount.

Return (%) - Account Growth

This shows the percentage your entire account is expected to grow over the given time period, based on the risk per trade setting. For multi-year periods, this accounts for compounding (reinvesting profits).

Charts

The distribution chart shows the range of possible returns based on random simulations. The equity growth chart shows how your account might grow under different performance scenarios.

Strategy Summary Statistics
Expected Annual Return
N/A
Annual Standard Deviation
N/A
Sharpe Ratio
N/A
Maximum Drawdown
N/A
Calmar Ratio
N/A
Win Rate
N/A

Simulation Results Charts

Annual Return Distribution
Equity Growth Scenarios
Expected Returns by Period

R represents your risk unit per trade. A return of 1R means you've earned back the amount you risked.

Return (R) shows the total number of risk units (R) gained over the time period.

Return (%) shows the percentage return on your total account over the time period.

Period Trades Win/Loss Return (R) Return (%)
Annual Performance Simulation