Your edge vs. the firm's rails
Each simulated challenge plays trade by trade, day by day. Every trade wins +R or loses −1 with your win rate. A run fails the moment intraday equity drops past the daily drawdown (measured from that day's starting balance) or past the total drawdown. The total drawdown is either static — measured from your starting balance — or trailing, measured from the highest equity reached, so profits you give back can still breach it. It passes as soon as equity reaches the profit target, provided any minimum-trading-days requirement is met. Two thousand runs turn a single lucky or unlucky attempt into an honest probability.
The multi-EA blind spot
This simulator assumes one aggregated edge. In reality, several EAs firing the same day stack daily-drawdown risk: a fixed per-trade risk × N strategies can breach the daily limit on a single bad session, even if each EA looks safe alone. Split your risk across strategies with the Per-Strategy Risk Allocator.
