Risk of Ruin & Survival Calculator
Calculate the statistical probability of total account loss based on your trading strategy parameters. Understand your survival odds and optimize your risk management.
Percentage of trades that end in profit
e.g., 2.0 means win $2 for every $1 risked
Account % lost on a single stop-loss
Sample size for analysis
Account loss % considered "Ruin"
Probability of Ruin
<0.01%
Expected Value (EV)
+0.650
Per $1 Risked
Trades to Ruin
∞
Statistically Protected
Survival Rating
Elite Professional
PROFESSIONAL: Elite Risk Management
Your risk management is mathematically sound. Your account is statistically protected from catastrophic variance. This is the level of risk control used by professional traders and institutions.
Understanding Your Results
Probability of Ruin: The statistical likelihood that your account will hit the max drawdown threshold given your current parameters.
Expected Value (EV): The average amount you can expect to win or lose per dollar risked. Positive EV means mathematically profitable over time.
Trades to Ruin: The estimated number of trades before hitting your max drawdown threshold (if ruin probability is significant).
Survival Rating: A qualitative assessment of your risk management ranging from "Gambler" (dangerous) to "Safe" (professional).
