About Edge Engine

Edge Engine started as a personal tool. As a trader, the question was simple: given my actual win rate, average R, and position sizing, what should I realistically expect over the next 500 trades? Not in theory, but statistically.

Other tools existed, but they solved the wrong problem. Backtesters want to discover an edge. Edge Engine assumes you already have one and asks a different question: what does the future realistically look like? No strategy configuration. No indicator logic. Just your numbers.

Edge Engine runs thousands of simulated trade sequences and returns a probability distribution of outcomes, not a single projected line.

It helps answer questions like:

• What is my realistic drawdown range over 300 trades?
• What is my probability of ruin at this position size?
• Is my sample size large enough to trust my win rate?
• What account growth can I expect, and with what variance?

Edge Engine samples from your trade statistics to generate thousands of randomized trade sequences. Each sequence is an independent path through your win rate, average win, and average loss. Across all sequences, patterns emerge: the realistic range of drawdowns, the probability of ruin, the distribution of growth over time.

All computation runs entirely in your browser. No data is sent to any server. Your trading statistics never leave your machine.

Any trader who wants to understand their edge statistically before committing real capital. Whether you trade futures, forex, equities, or crypto, if you have measurable statistics from your trading, Edge Engine can model them.

Additional modes exist for prop firm evaluation and funded account scenarios, but the tool works for any trading style.

The quality of results depends entirely on the quality of your inputs. If your statistics are based on a small number of trades, your win rate and average R are not yet reliable estimates. They may still be heavily influenced by variance. The simulation will reflect that uncertainty with wide outcome distributions. That is not a flaw. It is an accurate picture of what your data actually supports.

Edge Engine models your historical statistics forward. It cannot account for changes in market conditions or shifts in your own execution over time. It assumes your edge remains consistent. It is not a predictor. It is a stress test.

Conviction in a strategy should not come from a recent winning streak. It should come from understanding what the strategy is statistically capable of. Knowing the realistic range of drawdowns your edge can produce sets expectations before you are in the middle of one. A losing streak that would otherwise feel like failure becomes something you already accounted for. That preparation is the difference between staying the course and abandoning a strategy that was never actually broken.