TOOLS
The tools. Use them in browser.
In-browser tools you use without downloading anything: equity curve simulator, live economic calendar, position sizer, expectancy, streak probability, risk of ruin, and drawdown recovery.
In-browser tools you use without downloading anything: equity curve simulator, live economic calendar, position sizer, expectancy, streak probability, risk of ruin, and drawdown recovery.
Enter your account size and the percent you are willing to lose on one trade, then your entry and stop. It returns the position size that makes that loss exact if the stop is hit.
The stop distance drives the size, never the other way around. A wider stop means fewer contracts, not more risk.
Set the edge you believe you have, then run it. Each faint line is one possible future built from the same win rate and reward:risk, with only the order of wins and losses shuffled.
The spread between the best and worst line is variance, not skill. If the worst path still looks survivable, your risk per trade is sane. If it wipes you out, lower it and run again.
Every path uses the same edge, only the order of wins and losses changes. The spread between paths is variance, not skill. Run it a few times before deciding a drawdown means your edge broke.
Expectancy is the average result per trade across many trades. Enter your win rate and your average win and loss in R.
Anything above 0 is a positive edge. A 40% win rate at 3R beats a 70% win rate at 0.5R, which is why win rate alone tells you almost nothing.
Even a strong edge produces long losing runs. This shows how likely a streak of N losses is across a sample of trades.
Most traders quit a working system during a normal streak. Check the number here before it happens, so you recognise it as variance instead of a broken edge.
Probability of hitting at least N consecutive losses in a sample of trades. Most traders dramatically underestimate these numbers.
These are scheduled data releases. High impact prints move futures hard in the first seconds, so know when they land before you size into a position.
Actual turns green when it beats forecast and red when it misses. The market reacts to the surprise versus forecast, not to the raw number. Set the timezone to the one you trade in.
| Time | Cur. | Event | Imp. | Actual | Forecast | Previous |
|---|---|---|---|---|---|---|
| LOADING CALENDAR... | ||||||
The odds of losing a given share of your account before you double it, at your current edge and risk size.
Halving your risk per trade usually cuts risk of ruin by far more than half. If the number here is not near zero, size down: no edge survives a blown account.
Simulated over 5,000 accounts of 500 trades each.
Losses and gains are not symmetric. Down 50% needs +100% just to get back to flat.
This is the strongest argument for small risk per trade: shallow drawdowns are recoverable, deep ones quietly end accounts.
Everything here is in exchange time, New York, because that is what the futures session is defined in. Your own clock is shown beside it so you can translate once and stop doing the arithmetic.
Sessions are when a market is actually open. Killzones are the windows inside them where volume and volatility usually concentrate, so they are where most intraday setups appear, not a signal on their own.
Killzone windows follow the common ICT convention. Session times are the CME futures day; the equity cash session is listed separately. Daylight saving is handled by your browser, so these stay correct through the changeover.