FX Trading Simulator V2.8.6

How to Use the FX Trading Simulator (V2.8.6 - Histogram Chart)

Simulate trading with adjustable parameters and run Monte Carlo analysis to assess strategy robustness. Settings like Bankroll, Initial Active Cap, Trades per Sim, Target EV, Win/Loss Ranges, and Auto Trade Mode reset the current single simulation when changed. Settings and single-run results are saved locally. Strategy Presets can be saved/loaded/deleted.

V2.8.6 Change: The Monte Carlo summary now displays a **Histogram** showing the actual frequency distribution of final capital results, instead of a fitted normal curve. Vertical lines indicate the **Mean**, **Median**, and estimated **Mode** on the histogram.

1. Configuration

Total Bankroll ($): Your total available capital ($1 - $1,000,000). Default: $10,000. *Resets simulation.*
Initial Active Cap ($): Starting trading capital ($1 - Total Bankroll). The remainder automatically becomes Reserve Capital. *Resets simulation.*
Trades per Sim: Maximum number of trades per simulation run (1-1000). *Resets simulation.*
Target EV (%): Target Expected Value per $1 risked (-50% to +50%). Influences P(Win). *Resets simulation.*
Win Probability Display: Calculated P(Win) needed for Target EV.
Speed (ms): Delay between trades in *Auto Trade* mode (visualization only). Not used during Monte Carlo runs.
MC Runs: Number of simulations (1-100,000) to run in a Monte Carlo batch using the current settings.
Win/Loss Ranges (%): Min/Max profit/loss percentages for trades. *Resets simulation.*
Black Swan (Toggle & Prob %): Enable/disable rare 100% Active Capital loss events.
Bank Profit (Toggle & Frequency): Optionally move profits to Reserve periodically.
Auto Top-Up (Toggle): Enable automatic top-up from Reserve if Active Cap drops below Auto Min Size/Min % Threshold OR $1 (if Reserve available).
Manual Trade Size ($): Size for a single manual trade (Min $1).
Auto Trade Mode: *Resets simulation.*
- Fixed Size ($): Use fixed dollar amounts for auto trades.
- Percentage (%): Use a percentage for auto trades. **Percentage is always calculated based on the current TOTAL Capital (Active + Reserve).**
Auto Trade Settings (based on mode):
- If Fixed Size ($): Set Auto Min/Max/Avg **Size ($)**. Default is $100 for all.
- If Percentage (%): Set Auto Min/Max/Avg **Percent (%)** (0.1-100%). The percentage applies to the current **Total Capital**. Min bet of $1 still applies. Default Min % is 1.0%.
Presets: Save, Load, or Delete entire configurations using the controls provided.
Monte Carlo Bet Sizing (Toggle):
- Use Variable Bet Sizing in MC (Checkbox):
  - **Checked:** Each trade within each MC run uses a variable size, calculated using the *Auto Trade* Min/Max/Avg settings active when the MC batch was started. Percentage mode uses current **Total Capital**.
  - **Unchecked (Default):** All trades within all MC runs use a single, *fixed dollar amount* derived at the start of the MC batch from the *Auto Trade Avg* setting (Avg $ if Fixed mode, or Avg % of *initial total* capital if Percentage mode).
Note: Changing settings marked *Resets simulation* restarts the current *single* simulation run. Loading a preset also resets the run.

2. Running Simulations

Manual: Enter trade size (min $1), check Est. RoR, click "Place Trade" for one trade.
Auto Trade (Single Run):
- Select **Auto Trade Mode** (Fixed $ or Percentage %). *This choice resets the simulation.*
- Set the corresponding Auto Min/Max/Avg parameters.
- Check Est. RoR.
- Click "Start/Resume Auto" to run one simulation automatically with visualization (uses Speed setting).
- Use Pause/Stop buttons as needed.
- Use "Reset Simulation Config" (below Auto buttons) to restart the *single* run with current settings.
Monte Carlo:
- Set all desired configuration parameters.
- Enter the number of runs in the "MC Runs" field (1-100,000).
- Decide the MC bet sizing (check or uncheck "Use Variable Bet Sizing in MC").
- Click "Run Monte Carlo Batch".
- The simulator runs sequentially *without* visualization delays.
- Progress bar and text ("Running X of Y...") will be shown. Controls will be disabled, but **Pause MC**, **Resume MC**, and **Abort MC** buttons will appear and remain interactive.
- **Pause MC:** Temporarily stops starting new simulations. Current sim finishes.
- **Resume MC:** Continues from where it paused.
- **Abort MC:** Stops the batch immediately after the current simulation finishes. A summary of *completed* runs will be shown.
- Once complete (or aborted), a **Summary Modal** appears showing aggregated statistics and the **distribution histogram** (X-axis: Final Total Capital, Y-axis: Frequency). Vertical lines show **Mean**, **Median**, and **Mode**.
- **Important:** Monte Carlo results are *not* saved in the "Single Results" persistent area or the downloadable single-run PDF. Use the "Download Summary (PDF)" button in the modal (this PDF now includes the histogram chart image if applicable).
Reset Sim Config: Resets the current *single* simulation run to the start using current settings. (Located below Auto Trade buttons).
Reset All Settings to Defaults: Reverts ALL settings to defaults and resets the single run. (Located below MC section).
Download/Clear Single Results: Buttons located below "Reset Sim Config" manage the stored results from individual runs.

3. Understanding Output & Results

Main Display: Shows current state for a *single* run (Active/Reserve/Total Cap, Trades Left, EV, P(Win)). Total Capital reflects the Bankroll setting minus any net losses.
Chart (Top): Visualizes capital changes for the *current or last single* run. Not updated during MC batch runs.
Log: Detailed trade history for the *current or last single* run. Not updated during MC batch runs. Filter controls available.
Estimated RoR: Predictive estimate based on current single-run settings and assumed bet size (manual input or auto avg).
Game Over Modal (Single Run): Appears after a manual or auto-trade run ends, showing stats for *that specific run*. Allows optional manual Top-Up if Stuck and possible.
Monte Carlo Summary Modal: Appears *only* after a Monte Carlo batch completes or is aborted. Shows aggregated statistics across all *completed* runs. Includes config summary, bet sizing method, and a **Histogram** showing the frequency distribution of final total capital outcomes. Vertical lines indicate **Mean**, **Median**, and estimated **Mode**. Allows downloading the summary as PDF (including the histogram).
Persistent Single Results: Area showing stats for *individually completed* simulation runs (manual/auto-trade). Can be navigated and downloaded as PDF.
Performance Metrics (Single Run): Win Rate, Avg Win/Loss, Profit Factor, Max Drawdown, Auto Top-ups for *one* completed run.
Performance Metrics (Monte Carlo Summary): Aggregated stats like Min/Max/Avg/Median/Mode/StdDev Capital, Avg Win Rate, Profit Prob, Active Ruin Prob, Max/Min/Avg Top-ups & Distribution, distribution of end reasons.

4. Key Differences: Single Run vs. Monte Carlo

Purpose: Single run shows one specific outcome path. Monte Carlo shows the *distribution* of outcomes over many runs.
Bet Sizing: Single Auto uses variable sizing. MC can use Fixed (derived from Avg) or Variable (like Single Auto), selectable via toggle.
Speed: Single Auto uses visualization speed. MC runs faster (no delay), but can be paused/resumed/aborted.
Output: Single run updates Chart/Log. MC shows progress bar/text and only the final summary modal (with stats and **histogram**).
Results Saving: Single run results saved persistently, downloadable PDF. MC summary is modal-only, with its own PDF download option (including histogram).
Modals: Single run shows Game Over modal. MC shows Summary modal.
Interactivity: Single Auto can be paused/stopped. MC can be paused/resumed/aborted.

5. Glossary

Total Bankroll: Overall capital pool set at start.
Active Capital: Funds available for trading.
Reserve Capital: Total Bankroll - Active Capital.
Total Capital (Current): Active Capital + Reserve Capital.
EV (Expected Value): Average P/L expected per $1 risked.
P(Win): Probability of a single trade being profitable.
Auto Trade Mode ($ / %): Determines auto trade size calculation method.
RoR (Risk of Ruin): *Estimated* probability of Active Cap dropping below $1. Sensitive to assumed bet size.
Black Swan: Rare, high-impact negative event simulation.
Banking: Moving profits from Active to Reserve.
Auto Top-Up: Automatically moving funds from Reserve to Active.
Profit Factor: Ratio of total money won to total money lost.
Max Drawdown: Max observed loss from a peak in Active Capital.
Monte Carlo Simulation: Running the same simulation many times for statistical analysis.
MC Bet Sizing (Fixed vs Variable): Determines if MC trades use a constant dollar amount or variable sizing.
Mean: The average value.
Median: The middle value when data is sorted.
Mode: The most frequently occurring value (or range).
Std Dev (Standard Deviation): Measures data dispersion around the average.
Probability of Profit (MC): % of runs ending with more Total Capital than start.
Probability of Active Ruin (MC): % of runs ending because Active Capital fell below $1.
Histogram (MC): A bar chart showing the frequency (number of runs) ending within specific ranges (bins) of final total capital. Visually represents the actual distribution shape and skewness.

FX Trading Simulator V2.8.6 - Histogram Chart

Trade Log

Single Result X of Y

How to Use the FX Trading Simulator (V2.8.6 - Histogram Chart)

FX Trading Simulator V2.8.6 - Histogram Chart

Trade Log

Single Result X of Y

Simulation Over!

Simulation Stats:

Monte Carlo Simulation Summary

Summary Statistics (N Runs):

Distribution of Final Total Capital (Histogram)

How to Use the FX Trading Simulator (V2.8.6 - Histogram Chart)