Analyze Your Strategy

Discover the statistical survival probability of your equity curve.

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If you don't have a file with your strategy's trade history, but you know its average performance, enter your manual metrics below. We will calculate your Survival Probability.

Win Rate (%)

Average Win ($)

Average Loss ($)

Std Dev Winning ($)💡 Std Dev Winning ($)Measures how much your wins vary from the average. Example: if your avg win is $60 and std dev is $20, your winning trades typically range between $40 and $80. 💡 If you don't know this value, leave the default (~50% of your average win is a reasonable estimate).

Std Dev Losing ($)💡 Std Dev Losing ($)Measures how much your losses vary from the average. Example: if your avg loss is $60 and std dev is $20, your losses typically range between -$40 and -$80. Excessive deviation = inconsistent Stop Loss. 💡 If you don't know this value, leave the default (~50% of your average loss).

Number of Trades