爆仓风险计算器

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February 2026 Advertising disclosure →

Use our Forex Risk of Ruin Calculator to accurately estimate the probability of experiencing a maximum drawdown or even a complete account wipeout over a given number of trades, based on your trading system’s win rate, risk–reward ratio, and risk percentage per trade. This helps you evaluate the overall robustness of your strategy.

What Is Risk of Ruin

Risk of Ruin (RoR) is a mathematical model used to calculate the probability of losing all account capital or reaching a specified maximum drawdown, based on a trading system’s win rate, risk–reward ratio, and risk percentage per trade.

For example, if a trading system has a win rate of 30%, an average reward-to-risk ratio of 2, and a risk of 2% per trade, these values can be entered into the Risk of Ruin Calculator to assess the system’s overall robustness. The calculator is also useful for managing the risk of ruin and maximum drawdown in trading strategies.

Through such calculations, traders can understand the likelihood that a particular trading strategy may lead to severe drawdowns or even account ruin over a period of time. By simply entering historical statistical data for the strategy, probabilities at different drawdown levels can be obtained quickly.

How to Use the Forex Risk of Ruin Calculator

1. Win Rate %

Enter the overall win rate of your trading system here. For example, if your current strategy has a 30% win rate, enter 30 in the “Win Rate %” field.

2. Average Profit / Loss

Enter the ratio of average profit to average loss in this field, i.e., the reward-to-risk ratio. For example, if each winning trade earns an average of 2 units and each losing trade loses an average of 1 unit, enter 2.

3. Risk per Trade %

We generally recommend that professional traders risk no more than 2% of their account equity on a single trade. Enter the percentage of risk you plan to take per trade in this field, such as 2%. Lower risk per trade allows the account to survive longer in the market and increases the chance of recovering from adverse conditions.

4. Number of Trades

If you are testing a trading strategy, enter the total number of trades you plan to test. If you are evaluating the performance of an existing strategy, enter the total number of trades already executed. For example, if you want to assess the risk of 100 future EUR/USD trades, enter 100 in this field.

5. Maximum Drawdown %

Enter the maximum drawdown level you wish to evaluate (as a percentage). If you are testing a new strategy, you may enter an acceptable maximum drawdown, such as 30%. If you are evaluating historical performance, you can enter the maximum drawdown that this EUR/USD strategy has already experienced.

After filling in all fields, click the “Calculate” button to obtain the results.

Results Explanation

The calculator first provides the “Probability of Reaching the Specified Maximum Drawdown.” In the example, if this value is 21.1%, it means that within the specified number of trades, there is approximately a 21.1% probability that the account will experience a drawdown of at least 30% from its peak. This is commonly used as a measure of one of the worst-case scenarios a strategy may encounter.

The second result is the “Risk of Ruin,” which represents the probability that the account equity will fall to a certain proportion of the initial capital (for example, only 30% of the starting capital remaining). If the result is 13.7%, it means that within the given number of trades, there is approximately a 13.7% chance that the account equity will drop to that level or below.

Please note that the Risk of Ruin Calculator is based on a large number of Monte Carlo simulations (e.g., 100,000 iterations). As a result, each calculation may show slight variations and should be regarded as a statistical estimate.

By appropriately adjusting input parameters (such as number of trades, risk per trade, and maximum drawdown), you can simulate potential outcomes under different money management approaches and fine-tune the risk settings of your trading system.

To further evaluate the impact of consecutive losses on your account, you can also use our Forex Drawdown Calculator together with the Forex Position Size Calculator and the Forex Profit Calculator. Using these tools together can help you gain a more comprehensive understanding of account risk and money management.

Frequently Asked Questions (FAQ)

What level of Risk of Ruin is considered appropriate?

Generally speaking, a long-term, robust trading system aims to keep the probability of account ruin under a given number of trades at a relatively low level. Many professional traders prefer it to be below 5%, or even 1%. The specific target should be determined based on individual risk tolerance, capital size, and trading style.

Does a high win rate always mean a low risk of ruin?

Not necessarily. Risk of ruin depends on a combination of win rate, risk–reward ratio, and risk per trade. Even with a high win rate, if the risk per trade is too large or losses on losing trades far exceed gains on winning trades, the probability of ruin can still be high. That’s why these factors should be evaluated together using a risk-of-ruin calculator.

Can the calculator’s simulation results represent real trading outcomes?

The risk-of-ruin calculator is based on historical statistics and Monte Carlo simulations, and can only provide probability estimates under the current assumptions. It cannot guarantee future outcomes. Real trading is also affected by changing market conditions, slippage, execution errors, and psychological factors. Therefore, the results should be viewed as a risk reference, not a deterministic prediction.

How many historical trades should I use to calculate risk of ruin?

In general, larger samples produce more stable statistical results. It is recommended to use at least several dozen to a few hundred historical trades, especially for medium- to long-term strategies. If the sample size is too small, the calculated win rate and risk–reward ratio may deviate significantly from the strategy’s true performance, leading to distorted risk-of-ruin estimates.

What is a prudent level of risk per trade?

Many money management principles recommend keeping the risk per trade between 0.5% and 2% of account equity. When a strategy has higher volatility or a higher trading frequency, using a lower risk per trade can significantly reduce the probability of ruin and improve the account’s ability to survive prolonged losing streaks.