Updated: 2026-02-20
Estimate the probability your account hits a drawdown threshold over N trades given win rate, payoff, and risk per trade. The calculator is free and intentionally simple so you can plan trades quickly without skipping risk logic.
$ tool
Estimate the probability your account hits a drawdown threshold over N trades given win rate, payoff, and risk per trade.
Note
Outputs are only as accurate as your inputs.
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$ risk-of-ruin
0% chance
Enter your inputs before you place the trade, not after. Pre-trade planning is where calculators create value.
Use realistic values based on your actual execution conditions. If you understate slippage, fees, or stop distance, output quality collapses.
Document the result inside your journal so you can compare planned vs realized outcomes during review.
Risk of ruin is a probability estimate, not a guarantee. It depends on your win rate, payoff ratio, and how much of your account you risk per trade.
This calculator models a simplified outcome distribution over N trades using average win (in R) and fixed fractional risk. Use it to stress-test whether your sizing is survivable.
Most preventable losses come from skipping one simple calculation when markets move fast. This tool enforces the minimum math needed for disciplined execution.
The value compounds when used consistently. One correct risk decision rarely changes a year; repeated correct decisions usually do.
Tie calculator output to your strategy tags so you can evaluate whether your planning assumptions match live performance.
Use this tool at planning time, then compare outcome quality in weekly review sessions.
If planned and realized values diverge, investigate execution behavior before adjusting strategy logic.
Pair this with one behavior correction each week for compounding improvement.
Using unrealistic inputs because they feel better emotionally.
Changing parameters mid-trade to justify staying in a bad position.
Treating one output as a signal to trade rather than a risk filter.
Yes. The calculator is free and available without signup.
Risk of ruin estimates the probability your account hits a drawdown threshold over a number of trades. It helps you see whether your current risk per trade is survivable given your win rate and payoff.
Reduce risk per trade, improve payoff (average win relative to loss), and avoid behavior-driven loss clusters. The easiest lever is usually smaller risk per trade until your edge is proven with real samples.
Outputs are only as accurate as inputs. Use realistic assumptions and review planned vs realized values weekly.
Yes. You can pair tool outputs with your review workflow and setup tags for better post-trade diagnostics.
See plans and run one weekly review loop with Tiltless: edges, leaks, and enforceable next actions.
