Capital Management
Risk management applied to your own trades. MaxProfit takes your history and shows where your current 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: same statistics, different order
Your trades are replayed a thousand times in random order, showing the distribution of maximum drawdown from the best runs to the worst — and where your actual drawdown falls within it. Three losses in a row and three spread apart are the same statistics but a different account.
Comparing models: profit is the wrong column
Seven models on the very same history of your trades, with an “As it was” row for your real trading. The key column is not profit but the share of ruins: a model that wipes the account in even a few percent of reshuffles is unusable, whatever its bottom line.