Monte Carlo Portfolio Simulator

Portfolio Setup

Symbol

Position Size ($)

Entry Price

Leverage

Direction

Simulations ?

Time Horizon

Take Profit (%)

Stop Loss (%)

Expected Return

VaR (95%)

5% chance of worse

VaR (99%)

1% chance of worse

CVaR / ES

Expected shortfall

Return Distribution

Probability Cone

Sample Equity Curves (100 paths)

Scenario Probabilities

🎯 Hit Take Profit

🛑 Hit Stop Loss

⚡ Liquidation Risk

Return Percentiles

Percentile	Return ($)	Return (%)	Final Value

🎲

Add a position and run simulation

Uses historical volatility from Hyperliquid to simulate thousands of possible outcomes

Methodology

This simulator uses Geometric Brownian Motion (GBM) to model price paths based on historical volatility calculated from 5-minute candles over the past 7 days. For portfolios, we account for asset correlations using a Cholesky decomposition of the correlation matrix.

VaR (Value at Risk) represents the maximum loss at a given confidence level. CVaR (Conditional VaR), also called Expected Shortfall, is the average loss in the worst X% of scenarios — a more conservative risk measure.

⚠️ Past volatility does not guarantee future results. This is for educational purposes only.