chance to pass if your average trade makes $0
Enter your futures eval rules and how you trade. You get your odds of passing at zero edge, then at your own win rate, and how many trades it takes.
chance to pass if your average trade makes $0
chance to pass with your win rate
Fixed floor. This is the gambler's ruin. Your balance moves by +RR × risk or −risk each trade. You pass at the target and fail at the floor. At zero edge with no overshoot, the odds are just distances: drawdown / (drawdown + target). With 1R trades the closed form is (1 − s^a) / (1 − s^N), where s = losses/wins, a = trades to the floor and N = trades from floor to target. For any other RR the page solves the exact Markov chain on every balance you can reach. A last trade can cross the line, so the result can sit a little under the distance ratio.
Trailing floor. The floor follows your best balance up, at the close (EOD) or after every trade (intraday), until it reaches the level where it stops. There is no simple formula, so the page runs a Monte Carlo in your browser. Each path also runs against a fixed floor on the same trades, so the trailing result can never come out above the fixed one. The intraday version only counts closed trades. Real intraday rules also count open profit, so your real odds are a bit lower.
Zero edge means your average trade makes $0 after costs. With RR trades that is a win rate of 1 / (1 + RR). Enter your win rate net of commissions and slippage.
Not modeled: daily loss limits, consistency rules, minimum days and time limits. Each of those lowers your odds.
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