A Monte Carlo simulation tool that models 100 possible futures for a trading strategy based on win rate, risk/reward ratio, and position sizing. Built with Streamlit and Plotly.
- Monte Carlo simulation — generates 100 randomized equity curves based on your strategy parameters
- Expectancy & Kelly Criterion — real-time calculation of expected return and optimal position sizing
- Equity curve visualization — interactive Plotly chart showing the full range of possible outcomes
- Drawdown analysis — tracks maximum drawdown across all simulated paths
- Configurable parameters — win probability, reward-to-risk ratio, number of trades, risk per trade
- Streamlit — interactive web application
- Plotly — equity curve and distribution charts
- pandas — simulation data handling
- Docker — containerized deployment
git clone https://github.com/katiapek/performance-visualizer.git
cd performance-visualizer
pip install streamlit plotly pandas
streamlit run PerformanceVisualizer.py| Project | Description |
|---|---|
| Expectancy Calculator | Expectancy and Kelly Criterion calculator with analysis charts |
| Compounding Simulator | Long-term growth simulation with compounding and risk management |
| Financial Analysis Terminal | Quantitative analytics pipeline for futures markets |
MIT