Skip to content

Advanced Analytics Pro

Advanced Analytics Pro — the "Avanzado Pro" tab of the Performance hub — models your system with Monte Carlo simulations (500 runs), computes the real Kelly Criterion and estimates Risk of Ruin from your actual trades.

The essentials

  • You need ≥10 trades to compute. With fewer the panel shows 'Insufficient data'.
  • Kelly tells you how much capital to risk per trade; Half-Kelly is the prudent recommended version.
  • Monte Carlo shuffles your trade history to display P5/P25/P50/P75/P95 bands of your future equity.
  • Risk of Ruin: probability of ending in the red, beating your historical drawdown, or doubling it.

Kelly Criterion

Kelly %
Optimal capital fraction per trade. Green if >0, red if ≤0 (no edge).
Half-Kelly %
Half of theoretical Kelly. Recommended in practice to absorb estimation imperfection.
Avg win
Average in USD of your winning trades.
Avg loss
Average in USD (absolute) of your losing trades.

How to read the Kelly verdict

  • ≤0%: your system has no statistical edge. Fix the strategy before touching sizing.
  • 0–5%: moderate edge. Half-Kelly as the practical max.
  • 5–15%: good edge. Half-Kelly as the prudent ceiling.
  • >15%: theoretical Kelly is dangerously high if applied fully. Use ¼-Kelly or less.

Monte Carlo (500 simulations)

P5 (worst 5%)
5th percentile of final P&L. What you could lose in the worst 5% of scenarios.
Median (P50)
The expected central result. Half the simulations finish above, half below.
P95 (best 5%)
95th percentile. What you could gain in the best 5% of scenarios.
Real historical
Your actual curve overlaid. Should sit inside the P25–P75 band.
P5–P95 bands
Red band (P5–P25, worst), neutral (P25–P50), light green (P50–P75), green (P75–P95). Your historical equity should travel inside P25–P75.

Risk of Ruin

Ends in the red
% of simulations finishing with negative P&L. <10% very healthy, >30% concerning.
Beats historical streak
% of simulations exceeding your worst historical drawdown. <10% acceptable, >30% blows up sizing.
Severe damage (×2 DD)
% of simulations doubling your worst historical drawdown. If high, sizing is unsustainable.

Final P&L distribution

Histogram of the 500 Monte Carlo final P&L values. Red bars are negative scenarios, green bars positive. A distribution centered on positive with a short left tail = robust system. Long left tail = high risk of long losing runs.

Tips

  • Filter by account or date range (From/To) on the top right to isolate a specific setup.
  • With fewer than 30 trades, Kelly and Ruin are directional — don't bet on them.
  • If your historical equity falls outside the P25–P75 band, you've had luck or bad luck with that sample.
  • Half-Kelly as the ceiling: if your Kelly is 8%, trade at 4%. It cuts volatility without sacrificing much return.

Important

Simulations assume your edge is stationary — that your win rate and W/L ratio don't change in the future. A strategy change invalidates the results. If you change rules, recalculate.

Related

Try it on your accounts

Free plan, unlimited accounts, no card.

Start for free →

← All help topics