Strategy Lab

Calculate, simulate, and size — before you risk a cent.

A toolbox of the calculators we actually use. Position sizer, Monte Carlo drawdown simulator, compounding projector, pip-value calculator, and correlation matrix.

Position sizer

Calculates lot size from equity, risk %, and stop distance. Fixed-fractional — same math every Expert Advisor HQ EA uses.

Lot size
0.12
Dollar risk$50.00
Units (100k/lot)12,500
Stop in dollars$50.00
% of equity per pip0.0125%

Tip: standard pip values are $10/lot for EURUSD, ~$10/lot for GBPUSD, ~$1/pip on XAUUSD (per 0.01 lot with 0.10 pip size).

Monte Carlo drawdown simulator

Randomizes trade order to reveal the real worst-case drawdown your strategy can produce. 1000 runs.

Simulation result
Median final equity—
Worst 5% drawdown—
Prob. of > 20% DD—
Prob. of blow-up (50%+)—

Compounding projector

Project equity growth under a monthly target return. Realistic: volatility is applied each month.

Projected equity
$26,500
Total return+165%
Annualized+79%
Expected worst month-3%

Pip-value calculator

Quick pip values across common symbols and lot sizes.

Pip value
$10.00
Per 0.10 lot$1.00
Per 0.01 lot$0.10
1% move (100 pips)$1,000

Pip size: 0.0001 for majors, 0.01 for JPY pairs, 0.10 for XAUUSD, 0.01 for XAGUSD.

Correlation matrix

Rolling 30-day correlation across the symbols our EAs trade. Green means safe to stack. Red means cut exposure.

  • < 0.3 — effectively independent, safe to run together
  • 0.3 – 0.7 — moderate overlap, reduce combined size
  • > 0.7 — dangerously correlated, do not stack