Algorithmic trading tools
Free, private, in-browser calculators for the numbers that keep a system alive — position sizing, risk per trade, expectancy, Sharpe and Sortino ratios, CAGR, drawdown, Kelly criterion, risk of ruin, Monte Carlo simulation, and journal & checklist generators. Nothing is sent to any server.
Algo trading tools: a set of client-side calculators to size positions, quantify risk per trade and portfolio heat, measure edge (expectancy, Sharpe, Sortino), model growth and drawdown, apply the Kelly criterion, estimate risk of ruin, and simulate outcomes with Monte Carlo — plus templates to structure a trading journal and a strategy checklist.
Position Size Calculator
ToolWork out how many lots or units to trade so a stop-loss loses only a fixed percentage of your capital.
Risk Per Trade Calculator
ToolCheck the exact rupee and percentage of capital a planned trade puts at risk if the stop-loss is hit.
Expectancy Calculator
ToolEstimate the average rupee and R outcome per trade from your win rate, average win and average loss.
Sharpe Ratio Calculator
ToolAnnualise a strategy's risk-adjusted return from its periodic mean return, volatility and the risk-free rate.
Sortino Ratio Calculator
ToolMeasure risk-adjusted return using only downside deviation, so upside volatility is not penalised.
CAGR Calculator
ToolCompute the compound annual growth rate that turns a starting capital into an ending capital over a period.
Maximum Drawdown Calculator
ToolPaste an equity series to find the largest peak-to-trough fall and the recovery factor of the run.
Kelly Criterion Calculator
ToolFind the Kelly and half-Kelly fraction of capital to stake from a win probability and payoff ratio.
Risk of Ruin Calculator
ToolEstimate the probability of a fatal drawdown by simulating many sequences of trades at a fixed risk level.
Monte Carlo Simulator
ToolSimulate many random trade sequences to see the range of terminal returns and worst drawdowns a system can produce.
Trading Journal Template Generator
ToolGenerate a copy-paste CSV header and markdown table for a trading journal with the columns you choose.
Strategy Checklist Generator
ToolTurn your strategy attributes into a structured, copy-paste plan covering edge, rules, sizing, risk and validation.