{
  "study": "risk-of-ruin-table",
  "title": "Risk of Ruin Table: Win Rate × Risk:Reward × Position Size",
  "description": "The probability of a 50% drawdown for 20 strategy profiles at 6 position sizes, from 20,000 Monte Carlo runs per cell. A break-even strategy ruins 94.08% of the time at 10% risk.",
  "source": "https://fxbacktest.app/research/risk-of-ruin-table/",
  "publisher": "FxBacktest",
  "license": "https://creativecommons.org/licenses/by/4.0/",
  "attribution": "FxBacktest, https://fxbacktest.app/research/risk-of-ruin-table/",
  "datePublished": "2026-07-28",
  "dateModified": "2026-09-08",
  "generated": "2026-09-18",
  "tables": [
    {
      "id": "probability-of-a-50-account-drawdown",
      "caption": "Probability (%) of a 50% account drawdown within 500 trades",
      "captionSource": "caption",
      "columns": [
        "Risk : reward",
        "Win rate",
        "Edge (per trade)",
        "Risk per trade"
      ],
      "rowCount": 20,
      "rows": [
        {
          "Risk : reward": "1 : 1",
          "Win rate": 30,
          "Edge (per trade)": "-0.40R",
          "Risk per trade": 99.88
        },
        {
          "Risk : reward": "1 : 1",
          "Win rate": 40,
          "Edge (per trade)": "-0.20R",
          "Risk per trade": 4.81
        },
        {
          "Risk : reward": "1 : 1",
          "Win rate": 50,
          "Edge (per trade)": "0.00R",
          "Risk per trade": "<0.01"
        },
        {
          "Risk : reward": "1 : 1",
          "Win rate": 60,
          "Edge (per trade)": "+0.20R",
          "Risk per trade": "<0.01"
        },
        {
          "Risk : reward": "1 : 1",
          "Win rate": 70,
          "Edge (per trade)": "+0.40R",
          "Risk per trade": "<0.01"
        },
        {
          "Risk : reward": "1 : 1.5",
          "Win rate": 30,
          "Edge (per trade)": "-0.25R",
          "Risk per trade": 35.23
        },
        {
          "Risk : reward": "1 : 1.5",
          "Win rate": 40,
          "Edge (per trade)": "0.00R",
          "Risk per trade": "<0.01"
        },
        {
          "Risk : reward": "1 : 1.5",
          "Win rate": 50,
          "Edge (per trade)": "+0.25R",
          "Risk per trade": "<0.01"
        },
        {
          "Risk : reward": "1 : 1.5",
          "Win rate": 60,
          "Edge (per trade)": "+0.50R",
          "Risk per trade": "<0.01"
        },
        {
          "Risk : reward": "1 : 1.5",
          "Win rate": 70,
          "Edge (per trade)": "+0.75R",
          "Risk per trade": "<0.01"
        },
        {
          "Risk : reward": "1 : 2",
          "Win rate": 30,
          "Edge (per trade)": "-0.10R",
          "Risk per trade": 0.26
        },
        {
          "Risk : reward": "1 : 2",
          "Win rate": 40,
          "Edge (per trade)": "+0.20R",
          "Risk per trade": "<0.01"
        },
        {
          "Risk : reward": "1 : 2",
          "Win rate": 50,
          "Edge (per trade)": "+0.50R",
          "Risk per trade": "<0.01"
        },
        {
          "Risk : reward": "1 : 2",
          "Win rate": 60,
          "Edge (per trade)": "+0.80R",
          "Risk per trade": "<0.01"
        },
        {
          "Risk : reward": "1 : 2",
          "Win rate": 70,
          "Edge (per trade)": "+1.10R",
          "Risk per trade": "<0.01"
        },
        {
          "Risk : reward": "1 : 3",
          "Win rate": 30,
          "Edge (per trade)": "+0.20R",
          "Risk per trade": "<0.01"
        },
        {
          "Risk : reward": "1 : 3",
          "Win rate": 40,
          "Edge (per trade)": "+0.60R",
          "Risk per trade": "<0.01"
        },
        {
          "Risk : reward": "1 : 3",
          "Win rate": 50,
          "Edge (per trade)": "+1.00R",
          "Risk per trade": "<0.01"
        },
        {
          "Risk : reward": "1 : 3",
          "Win rate": 60,
          "Edge (per trade)": "+1.40R",
          "Risk per trade": "<0.01"
        },
        {
          "Risk : reward": "1 : 3",
          "Win rate": 70,
          "Edge (per trade)": "+1.80R",
          "Risk per trade": "<0.01"
        }
      ]
    }
  ]
}