See 1,000 possible futures for your strategy
Enter your win rate, average R:R, and risk per trade — and Quant Lab runs 1,000 independent simulations on the spot. You get three probability-weighted growth curves: best case, median, and worst case. See exactly where your strategy is likely to land after the next 100 or 200 trades — before you place a single one.
- Powered by your real parameters — plug in your win rate, R:R, and risk % to get a simulation built around your actual edge
- Choose your time horizon — model 50, 100, 200 or more trades ahead and watch your probability cone shift in real time
- Best, median & worst case in one view — 10th, 50th, and 90th percentile growth paths so you know your full range of outcomes, not just the average
- Stop guessing, start simulating — know what your strategy is statistically capable of before risking real capital
Know your worst losing streak — before it tests your nerve
Based on your actual win rate, Quant Lab's Drawdown Duration Simulation calculates exactly how many consecutive losses you're statistically exposed to — both on average and in the worst case. Trading at 45%? The math may reveal a worst-case streak of 16 straight losses. Know that number now, so variance never catches you off-guard — or off-balance.
- Win-rate-driven calculation — input your win rate and get precise worst-case and average losing streak lengths instantly
- Dual output — worst & average — see both the typical losing streak you'll encounter and the statistical worst-case scenario
- Unshakeable preparation — traders who know their numbers stay disciplined when losing streaks hit
See exactly what your trading errors are costing you
Quant Lab pulls your real journal data, isolates every undisciplined trade, and renders the equity curve you would have built with zero errors. The gap between your actual performance and the Zero Error Curve is your mistake tax — the direct financial cost of breaking your own rules. Once you see that number, trading without a plan stops feeling like an option.
- Automatic error detection — flags every trade that broke your rules using your journal tags and notes
- Side-by-side curve comparison — your actual equity vs the Zero Error Curve plotted together, so the cost is impossible to ignore
- Mistake tax in real P&L — see exactly how much you've left on the table through undisciplined execution
What if you held your winners just one R longer?
Quant Lab takes your real journal exits and runs the numbers at every R target — 2R, 3R, 4R and beyond. If you're currently banking 3R on your winners, the Fixed R vs. Real R modal shows you exactly how your equity curve shifts when that target changes. No hypotheticals — just your own trade history, recut at a different exit point, so the impact on your capital is impossible to argue with.
- Journal-powered baseline — built entirely from your real trade exits, not theoretical setups
- Multi-R scenario curves — compare how banking 2R, 3R, or 4R would have grown the same account over the same trade history
- Capital delta in real numbers — the difference between R targets is shown as actual account growth, making the decision data-driven
Three numbers that reveal exactly what your strategy is worth
The Strategy Health Report translates your full system results into three critical metrics: your expected return per trade in R, an overall system health score, and the Kelly-optimized risk percentage your edge actually supports. No more guessing whether your strategy is good enough — these numbers tell you exactly where you stand and what to act on.
- R Expectancy per trade — see the precise expected return per trade in R, calculated directly from your real system results
- System health score — a composite metric that reflects the consistency, robustness, and overall quality of your strategy
- Kelly-optimized risk — the mathematically optimal percentage to risk per trade, derived from your actual edge — not a generic rule of thumb
