Everything Propability shows is the output of one deliberately standard, fully disclosed Monte Carlo simulation. There is no proprietary model, no signal, and no black box — this page describes the entire algorithm.
Each simulated trade wins with your stated win rate. A win gains your average win in R; a loss loses your average loss in R. Trades are sized at your risk-per-trade as a percentage of the initial account balance (fixed-fractional on initial equity, which is how evaluation loss rules are denominated). Optional realism settings:
After every simulated trade the engine checks the daily loss limit and the drawdown rule (static, end-of-day trailing, or intraday trailing, with the Apex-style lock at the initial balance where the firm uses one). At end of day it checks the profit target, minimum trading days, consistency rule, and time limit. Each simulated attempt ends as passed, failed (by a specific rule), or still undecided at the horizon.
Pass probability is simply the fraction of simulated attempts that passed — typically 10,000 in the browser and 50,000 for shared cards, with a fixed seed so identical inputs give identical outputs. The fan chart shows the 5th/25th/50th/75th/95th percentiles of simulated equity by day. The sensitivity table re-runs the same simulation at different risk-per-trade settings you can compare; it deliberately never marks any row as recommended.
Educational simulation of user-entered parameters — not investment advice. Outcomes are descriptive probabilities of the scenario you defined, not predictions.