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Risk of Ruin Calculator
Calculate the probability of blowing your account given your trading statistics.
Prop Firm Focused
No server storage — your data stays local
Input Parameters
R = your risk unit. If you risk $100 and average win is $200, that's 2R.
Usually 1R if you use proper stop losses.
Risk of Ruin
0% 25% 50% 75% 100%
0%
probability of ruin
Analysis
Expectancy 0.00R
Max Drawdown in R 0R
Kelly Criterion 0%
Recommended Risk 0%
Assessment
Risk Level Comparison
How risk of ruin changes with different position sizes:
| Risk % | Risk per Trade | Risk of Ruin | Assessment |
|---|
How It Works
Risk of Ruin Formula: RoR = ((1 - edge) / (1 + edge))^units
Where:
- Edge = (Win Rate × Avg Win) - (Loss Rate × Avg Loss) in R terms
- Units = Max Drawdown / Risk Per Trade (how many losses you can take)
Kelly Criterion: Optimal bet size = Edge / Odds. We show half-Kelly as a safer recommendation.
For prop firms: Your max drawdown is fixed by the firm. The only variable you control is risk per trade. Lower risk = lower RoR.