Risk of Ruin Calculator

Estimate the probability of blowing up your account using win rate, payoff, and risk per trade.


Positive edge and prudent risk drastically reduce ruin probability. Use this to size trades or decide on fractional Kelly.

Results

Edge
Risk Fraction
Ruin Threshold
Risk of Ruin
Survival Probability
Trades (reference)
Risk of Ruin vs Risk per Trade
Shows how ruin probability changes when sizing at different multiples of your chosen risk %.