Capital Management
Risk management applied to your own trades. MaxProfit takes your history and shows where your chosen risk per trade actually leads — not textbook advice, but a calculation on your statistics, including the probability of losing the account.
Risk of ruin
The probability of losing your account at the current risk per trade, computed from your own statistics: win rate, average win and average loss. Raise risk from 1% to 2% and see how many times more likely ruin becomes.
Monte Carlo: thousands of versions of your history
Your trades are reshuffled at random many times, so instead of a single curve you see a fan of outcomes: best, worst, median. It becomes clear where you got lucky and where the system genuinely works.
Position-sizing models and comparison
Fixed fractional, fixed amount, Kelly fraction and other models on the very same sample of your trades. The comparison shows which one would have earned more within the drawdown you can tolerate.