Compare Lab
Compare two account portfolios or two trading strategies using the same budget, horizon, and assumptions. This page reads local Studio profiles and presets but never changes them.
Side-by-side results
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| Metric | Option A | Option B | Difference (B − A) |
|---|
Profit distribution comparison
Median and downside net profit across simulated outcomes. Negative means fees exceed collected payouts.
Option A
Option B
Understanding the math and model limits
Account mode: purchases = min(planned quantity, floor(budget / (evaluation fee + expected per-attempt activation reserve))). Each purchased challenge passes evaluation with an assumed probability, incurs activation fees if it passes, and reaches a first payout with another assumed probability. A second payout has an additional conditional probability. The simulator reports trader receipts, all incurred fees, and net return on starting budget. For multi-month horizons, evaluations are purchased at the start and payouts are available after assumed payout delays; repeated buying is not modeled.
Strategy mode: one strategy win is +risk × RR, a loss is −risk. Each independent challenge simulates its number of trades until either the simplified profit target or drawdown loss limit is reached, then may collect an assumed net payout. Risk of ruin here means breaching that simplified drawdown limit, not a complete firm rule engine. Stage constraints, minimum days, trailing drawdown, contract margin, and news restrictions are not enforced.
Trials are deterministic with a fixed seed; path probabilities are illustrative rather than forecasts. Mirrored portfolios are often highly correlated; the default simulation treats separate accounts as independent and may overstate diversification. All company limits, activation fees, payout caps, and eligibility require current verification. The saved Studio profiles and presets are never modified.