Edgefield Monte Carlo

Pathwise Risk Behavior Simulator

Stress-test the path your risk model has to survive. Simulations are educational estimates, not predictions, guarantees, or financial advice.

Pathwise v1.0 Beta · Edgefield Monte Carlo

Current chart is based on the last simulation run.

Download CSV exports the currently selected scenario path. If settings changed, run the simulation first so the export matches the visible path.

How to use Pathwise

Choose a risk behavior profile or enter custom assumptions.
Run the simulation to generate scenario paths.
Compare Path Evidence, Selected Path Edge, and trade-level sequence risk.

Turn Guide Mode on for explanations of the major inputs, sizing methods, chart controls, outputs, and export.

Risk behavior

Starting Perspective

Good

Load behavior profile

Profiles load different risk behaviors so you can compare sizing habits under sequence pressure.

Presets are behavior profiles, not recommendations. Use them to stress-test sizing habits.

Behavior profiles are starting assumptions. They are not signals, recommendations, or forecasts.

Setup

Inputs

Capital

Starting account size used as the base for the simulation.

Hit rate %

Input assumption for expected winning trades. The selected path can realize a different hit rate.

Reward:risk

Average win size compared to average loss size. 2.0 means wins are modeled at 2x risk.

Base risk %

Starting risk per trade before the sizing method scales it up or down.

Total trades

Number of trades in each simulated path.

Simulations

Number of possible paths generated. More simulations give a broader model but may run slower.

Sizing engine

Locked methods, 1-20 steps, capped risk.

Sizing method

Controls how risk changes trade to trade. See the Sizing Method Cheat Sheet when Guide Mode is on.

Sizing Method Cheat Sheet

Fixed risk - same base risk every trade.

Quarter Kelly - conservative edge-based sizing using 25% Kelly.

Half Kelly - moderate edge-based sizing using 50% Kelly.

Full Kelly - aggressive and sensitive to bad assumptions.

Martingale - increases risk after losses; can recover fast but can fail violently during losing streaks.

Anti-martingale - increases risk after wins; presses strength instead of weakness.

Loss pyramid - gradually scales risk after losses, less extreme than martingale but still adds pressure in bad sequences.

Win pyramid - gradually scales risk after wins, a smoother way to press favorable streaks.

Balance basis

Dynamic uses current equity. Static uses starting capital.

Risk cap %

Maximum allowed risk on one trade, even if the sizing method tries to go higher.

Sizing steps

How many times a streak-based sizing method can scale risk.

Pyramid inc.

How much pyramid methods increase risk per step after wins or losses.

Ruin threshold %

Equity level counted as ruin. 50% means ruin is triggered at half of starting capital.

Fees %

Estimated trading cost applied to each trade.

Slippage %

Estimated execution cost from spread, fills, or price movement.

Scenario path

Baseline Equity Curve

Choose one of the seven named paths above the chart. Hover for trade-level balance, drawdown, return, risk, and P/L.

The chart shows one selected scenario path. Background clouds show how it compares to the broader Monte Carlo distribution.

Median end

Worst 5%

Best 95%

Median DD

Scenario paths

Select a scenario path to inspect its role in the simulated distribution.

Scenario paths are representative outcomes from worst to best: Trapdoor, Damage Control, The Grind, Baseline, In Rhythm, On a Heater, and Escape Velocity.

Aggregate simulation clouds — active by default

Clouds are background samples from the full Monte Carlo run. They show whether the selected path is typical, weak, or unusually strong.

Chart overlays

Overlays add trend, moving average, peak, event, and stress-point context to the selected path.

Events and stress markers now only appear when the selected trade has a clear explanation. Hover marker trades to see the reason.

Validation readout

Selected Scenario Facts

Path Evidence

-

Path Evidence shows the basic outcome of the selected scenario path: start, end, return, trades, and realized wins/losses.

Selected Path Edge

Selected Path Edge is the realized edge of this specific path. It can differ from the input assumptions because every path has its own sequence.

Sizing / Kelly Snapshot

This shows the sizing method's calculated risk view. Kelly methods show raw Kelly and the applied fraction before the cap.

Model ruin prob

Model below start

Path pressure

Selected path

Model probability cards are aggregate across all simulations. Selected path status is specific to the charted path.

Path Evidence Notes

Run the simulation to generate selected-path evidence.

These notes summarize what made the selected path easy, hard, survivable, or dangerous.

Path depth

Selected Scenario Trade Path

Monthly is removed. This panel focuses on trade-by-trade sequence behavior.

Use this section to inspect the selected path one trade at a time. This is where sequence risk becomes visible.

Advanced path metrics

Selected Scenario Analytics

These are calculated from the selected scenario trade path. They are factual metrics, not generic advice.

Advanced metrics explain path quality: expectancy, payoff, profit factor, drawdown efficiency, recovery, and consistency.

Trade	Start	End	Net P/L	Risk %	Risk $	Drawdown	Result	Win Streak	Loss Streak