Free tool

Risk of ruin at your risk per trade.

Pick the drop you call ruin, like 10% on a prop account. See how often your win rate and risk get there.

11 losses in a row from the start get you there.

Risk per trade	Chance
0.25%	under 0.1%
0.50%	under 0.1%
1.00%yours	2.6%
2.00%	15%
3.00%	28%
5.00%	46%

The win rate and R you put in here are estimates.

Edge Discovery shows them for each set of your checks, from your own trades.

Get started See which of your checks paid together

How it’s calculated

Ruin means the balance falls to (1 − drop) of where it started. The chance is counted exactly over every mix of winners and losers, not simulated.

With no limit on trades the count runs until almost no chance is left. When your trades shrink the account on average, the answer is 100%.

A quick formula you may see elsewhere: ((1 − A) ÷ (1 + A))^U, with A = win rate × (win ÷ loss) − loss rate and U = drop ÷ risk. It is only exact for a 1:1 payoff at a fixed amount.

Each trade is treated as independent and your risk stays the same after losses.

That quick formula gives under 0.1% here.

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