Wiki

Welcome to the Edge Engine documentation. These guides will walk you through every mode of the simulator and help you get the most out of your analysis.

What is Edge Engine?

Edge Engine is a Monte Carlo simulation tool designed specifically for futures day traders. It runs thousands of randomized simulations of your trading strategy to help you understand the range of outcomes you can realistically expect: not just the best case or worst case, but the full probability distribution.

How It Works

Every simulation starts with your three core trading statistics: win rate, average win (in R), and average loss (in R). From those inputs, Edge Engine randomly generates thousands of trade sequences, each one a plausible future given your edge, and records what happens at every step. After all simulations complete, the results are aggregated into percentile distributions: the 5th, 25th, 50th, 75th, and 95th percentile outcomes, the worst 1% and 10%, the median drawdown, the typical losing streak, and so on.

This matters because any individual sequence of trades is subject to variance. A strategy with a real edge can still produce a terrible 200-trade run by chance. A strategy with no edge can produce a great 200-trade run the same way. Running up to 100,000 simulations instead of one lets you see the realistic envelope of outcomes, not just a single path. The default of 25,000 completes near-instantly; higher counts and longer trade sequences increase computation time, though all sims run in a background thread so the interface stays responsive.

All simulations run in a background Web Worker so the main interface stays responsive while results are being computed.

Modes

Standard Simulation

Run Monte Carlo simulations with your win rate, average win, and average loss to see equity curves, drawdown analysis, streak distributions, and performance statistics across thousands of paths.

Eval Mode

Model the probability of passing a prop firm evaluation given your trading stats. See how risk per trade, daily trade count, and evaluation rules affect your pass rate, expected attempts, and cost to get funded.

Funded Mode

Simulate a funded account with real payout rules, trailing drawdowns, and consistency requirements. Understand your expected income, time to each payout, and the probability of keeping the account alive through the full payout ladder.

Fleet Mode

Model running multiple prop firm accounts simultaneously. Simulate staggered starts, copy trading with slippage, reinvestment of payouts, and fleet-level P&L and cash flow over time.

Getting Started

New to the simulator? Start with the Getting Started guide to learn the basics.