RISK LAB / MODEL 003

Scenario & stress lab.

A single risk number depends on uncertain assumptions. Explore what happens when win rate, payoff or stake size changes, how likely a losing streak is, and how sizing rules affect one adverse path.

Exact probability calculationsStress comparisonsBrowser-onlyNo exchange data

See the guide to sensitivity and losing streaks → or compare the Monte Carlo Simulator →.

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Choose baseline assumptions

All results are conditional on these inputs. Nothing is fetched, stored or uploaded.

Starting capital (USD)

Assumed win rate (%)

Reward / risk (R)

Risk per trade (%)

Number of trades

Capital floor (% of start)

Streak and sizing example5 losses · 5 recovery wins

Consecutive losses (K)

Illustrative wins after streak

All outcomes are idealized and independent, with constant probabilities and payoffs inside each scenario. No real-world validation, fees, slippage, funding, gaps, fat tails, regime changes or exchange liquidation are included.

RISK LAB / SENSITIVITY READY FOR INPUT

Baseline: ever hit the loss floor—Exact first-passage chance in the chosen horizon, conditional on baseline assumptions.

Combined adverse scenario—Win rate −5 pp, payout −20%, stake +50%.

At least one K-loss streak—Exact run probability; different from loss-floor risk.

Ending equity: fractional sizing—One ordered K-loss / M-win illustration.

Ending equity: fixed-dollar sizing—Same order, fixed monetary stake while affordable.

Enter assumptions or load an example.

Only the summary above is included in the standard export; extended tables remain on this page. No data is uploaded by our calculator.

These are model-conditional probabilities and one illustrative path—not forecasts, empirically measured win rates, or exchange-liquidation calculations.

03 / RISK SENSITIVITY

What if your assumptions are wrong?

Each cell shows an exact finite-horizon first-passage probability for a different assumed win rate and risk percentage. Reward/Risk, horizon and initial-capital floor stay unchanged. Baseline is labeled in the center. Win rates are clipped to 0–100% at boundaries.

This grid explores sensitivity but does not establish your real strategy's win rate, payoff or future performance.

04 / ADVERSE SCENARIOS

Stress the baseline.

Compare the same idealized floor event under individual and combined changes in assumptions. Expected log growth per trade is a mathematical expectation, not a predicted return.

Exact first-passage risk and model log growth
Scenario	Win / R / risk	Floor hit	Expected log growth / trade

05 / LOSING STREAKS

Unpleasant runs are possible.

An exact finite-state calculation tracks the current run length: wins reset it to zero, losses extend it by one, and first reaching K absorbs the path. This is the chance of at least one run anywhere within the horizon, not the chance of exactly K losses or the chance of hitting the capital floor.

06 / POSITION SIZING

Same sequence, different risk rules.

Fixed percentage of current equity Fixed USD stake

See each hypothetical trade in a table

One ordered capital path, not random simulation
Trade	Outcome	Fractional equity	Fixed-dollar equity

If the original dollar risk can no longer be funded, that method stops without borrowing. This sequence is an illustration, not a loss-streak probability or a prediction.

MODEL & LIMITATIONS

Useful for questions. Not trade signals.

The matrix and stresses reuse exact first-passage dynamic programming. The streak metric uses a separate absorbing run-length calculation. The sizing illustration follows one predetermined order—no market history or random sampling is involved.

Read the learning guide → and methodology →. All calculations run in your browser.