Risk management tool

Algorithmic Risk of Ruin Calculator

Estimate ruin probability, stress-test your parameters, or find the maximum safe risk % to stay below a target ruin threshold.

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R:R
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Mode Parameters
Calculates ruin probability, profit factor, edge, expected capital, and max consecutive loss streak from your inputs.
Shows RoR across a range of values for the chosen parameter, keeping all others fixed.
%
Find the highest risk % per trade that keeps ruin probability at or below this threshold.
Please fill in all fields with valid positive values.
Results —
Risk of Ruin—
Risk of Ruin —
Profit Factor —
Edge Per Trade —
Expected Ending Capital —
Max Consecutive Losses (95%) —
Capital after Max Streak —