MARKET ONTOLOGYSTATISTICS & PROBABILITY

    MO STATS · FREE CALCULATOR

    Bankroll and Drawdown Simulator

    Compare the distribution of outcomes when the same fraction of current virtual bankroll is put at risk each round.

    No account to calculateNo real-money wageringTransparent assumptions

    CALCULATOR

    Bankroll simulator

    Simulate how repeated wins and losses change a virtual bankroll under a fixed-fraction strategy.

    Free
    Bankroll simulator inputs
    1 means a winning stake earns 1 unit of profit.
    The same seed and inputs reproduce the same result.

    Calculations run in your browser. Saving and publishing are optional.

    Start with your assumptions

    Enter values and calculate to see the result, method, and assumptions.

    PUT YOUR JUDGMENT TO WORK

    Compete on decisions.

    Free entry

    Card Odds

    Estimate the chance of a card event. Compete on the accuracy of your probability judgment.

    Free entry

    Bankroll Arena

    Choose a stake for a simulated opportunity. Compete on the quality of the decision under stated odds.

    Games award nonredeemable MO Chips and decision scores. Chips cannot be bought, transferred or exchanged, and game results never earn anything of monetary value. Subscribing gives no competitive advantage.

    Worked example

    Paths ending below initial bankroll
    24.6%
    Paths reaching at least 20% drawdown
    94.4%
    Median maximum drawdown
    34.3189%

    This worked sample uses 1,000 paths of 100 rounds, a 55% win probability, net win odds of 1:1, a 5% fraction per round and seed 42. Results are reproducible under engine version mo-stats-v1. They are simulation estimates, not exact probabilities.

    Example inputs
    • winProbability: 0.55
    • profitOdds: 1
    • fraction: 0.05
    • paths: 1000
    • rounds: 100
    • seed: 42
    • drawdownThreshold: 0.2

    Method

    On a win, bankroll is multiplied by 1 + fraction × net profit odds. On a loss, it is multiplied by 1 − fraction. Maximum drawdown is the largest fall from any previous peak. Log equity is used internally to avoid overflow across long paths.

    Sampling and assumptions

    Trials are independent and win probability, payout and sizing fraction are constant. Monte Carlo estimates vary across seeds; more paths reduce sampling error but do not repair wrong assumptions. A 20% drawdown is not bankruptcy. The simulator does not model trading costs, changing odds, market gaps or dependence unless these are explicitly added to a future model.

    Reproducibility and limits

    Practice simulations use a deterministic non-cryptographic seeded generator and never determine ranked game outcomes or rewards. The engine allows at most 10,000 paths, 10,000 rounds and 1,000,000 total round-steps, with sizing fraction at most 25%.

    Related

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