Trading tools,
built for quants.
Free. No login. No signup. Built on the same math we backtest with.
Risk / Reward Calculator
Entry, stop, target → R:R ratio, position size, dollar risk, break-even win rate. Supports ES, NQ, stocks.
Drawdown Recovery Calculator
How much do you need to gain after a drawdown? The math is asymmetric — and more brutal than most traders realise.
Win Rate Required
Enter your R:R ratio — get the minimum win rate your strategy needs to have a positive expectancy.
Trade Expectancy Calculator
Win rate + avg win + avg loss → expected value per trade, monthly projection, and profit factor.
Monte Carlo Trade Simulator
Run 500 randomised equity curves using your system stats. See the full range of outcomes — best, worst, and median.
ATR Position Sizer
Size positions based on ATR — volatility-adjusted position sizing the way quant traders actually think about risk.
Backtest Stats Analyzer
Paste your trade log — get Sharpe ratio, max drawdown, expectancy, and win rate breakdown automatically.