Your edge Compounded
Adjust any variable. Watch your equity curve update in real time. Monte Carlo simulation (a statistical model that tests your strategy across thousands of random scenarios) — every run is honest, not cherry-picked.
THIS PANEL COMPOUNDS A RETURN YOU SUPPLY. IT IS NOT A DOCUMENTED CAP FIGURE. FOR SCALE: BTC’S PUBLISHED BOOK (+502.9R OVER 68 MONTHS AT 1% RISK) AVERAGES ABOUT 0.35% PER TRADING DAY — AND DID NOT COMPOUND IN A STRAIGHT LINE.
How the model works
Each run generates a statistically random sequence of wins and losses based on your win rate. Re-randomised on every slider move — no cherry-picked curves.
Risk % applies to the current account balance after every trade. Winners increase dollar risk. Losers reduce it. Exactly how professional position sizing works.
Expectancy = (Win Rate × R) − (Loss Rate × 1). Above 1R per trade means your system generates more than one unit of risk per trade on average.
The 73.8% peak-tier win rate (n=1,084) and a documented average win of +1.028R come from a four-book walk-forward backtest of the full protocol on public exchange data. The protocol was built over 10+ years in live markets; the numbers quoted here are backtested, not an audited live track record. See the full methodology.
The edge is real.
The system is learnable.
The CAP Framework is the decision engine that produced these metrics. Five sequential gates. One clear entry signal. Built for perpetuals traders who are done guessing.