Profitability & Probability Calculator

Analyze your trading strategy with advanced Monte Carlo simulation. Calculate expected returns, risk metrics, and probability distributions for informed trading decisions.

How to use:

Masukkan parameter trading Anda seperti balance awal, win rate, reward/risk ratio, dan jumlah trade. Kalkulator akan menggunakan simulasi Monte Carlo untuk menganalisis probabilitas profit, drawdown maksimal, dan berbagai skenario hasil trading untuk membantu Anda membuat keputusan trading yang lebih informed.

Trading Parameters

Currency Symbol

Initial Balance

Risk Management Type

Risk per Trade (%)

Win Rate (%)

Reward/Risk Ratio 1:

Total Trades

Commission per Trade (%)

Monte Carlo Simulations

Summary Results

Win Rate

33.3%

Expectancy

Ending Balance

Rp1.000.000

Total Profit

Best Case

Return

0.0%

Average

Return

0.0%

Worst Case

Return

0.0%

Profitable

Scenarios

0.0%

📊 Balance Distribution

✅ Sample Trading Path

📈 Expected Results

Expected ProfitRp-1.000.000

Final BalanceRp1.000.000

Total InvestmentRp0

Total Commission (est)Rp0

🎯 Position Size Calculator (SQN)

Aggressive (Full Kelly)25.0%

Balanced (Half Kelly)12.5%

Conservative (Quarter Kelly)6.3%

⚠️ Risk & Drawdowns

Max Drawdown (Median)0.0%

Max Drawdown (P95)0.0%

Prob. Ruin is stable (>1)0.0%

Risk of Ruin0.0%

🔥 Streak Analytics

Longest Win Streak

Longest Loss Streak

Expected ROI

0.00%

Simulations

1,000

💡 Penjelasan & Saran Otomatis

EXPECTANCY

Expectancy positif (2.0 R). Pertahankan konsistensi eksekusi.

WIN RATE

Win rate 33.3% >= break-even 33.3%.

SIZING

Risk per trade 2% tinggi. Coba ≤ 1-2% untuk menekan drawdown.

KELLY

Sizing relatif aman dibanding Half Kelly (-0.0%).

DRAWDOWN

Max DD P95 0.0% berisiko. Targetkan < 30% dengan mengecilkan posisi.

RISK

Probabilitas DD ≥ 50% 0.0% rendah.

RUIN

Prob. bangkrut 0% pada simulasi ini.

STREAK

Longest loss streak (median) 0. Pastikan buffer modal & mental siap.

BIAYA

Komisi 0%/trade memakan expectancy. Pertimbangkan broker/spread lebih rendah.

SAMPLE

Jumlah trade 100 memadai untuk estimasi awal.

SIMULASI

Runs 1,000 sudah cukup baik.

ROI

Ekspektasi ROI 0.00%+0% positif.

Catatan: Komisi dihitung sebagai persen dari risk amount tiap trade. Risk Type "Persentase" artinya compounding. Max Drawdown dihitung per simulasi dan diambil median/P95 antar simulasi. Hasil simulasi bersifat edukatif.