Who places the trades?

You do. You build and arm the agent yourself, and it runs on your own broker account through your own connection, so every order is yours. Before each order is sent, a firm-aware risk engine checks it against your rules and blocks anything that would breach. You can pause or disarm any agent at any time.

Is this only for prop-firm traders?

Prop-firm traders are the core audience, but the same platform works on any account you connect. Build a strategy, backtest it, run it, and watch the live account. You do not need a challenge to use the tool.

What does "AI" mean here?

It means the platform can host user-authored automation that may use AI or machine-learning logic. We do not promise alpha, prediction, or guaranteed outcomes.

Can I start with a simple rule?

Yes. The simplest path is the quick-rule flow: describe the trade, test it, then deploy it without building a full code project.

What is the marketplace rev share?

When authors sell strategies through the marketplace, Glitch Executor takes 30% and the author keeps 70%.

Which brokers and firm contexts are supported?

cTrader, TradeLocker, DXtrade, and MT4/MT5 via MetaApi for brokers; FundingPips Zero, FTMO Phase 1, MFF, Apex, The5ers, and GetLeveraged Turbo in Firm Mode.

Why is my ruin probability 100%?

Your expectancy per trade is zero or negative — winRate × R:R does not exceed (1 - winRate). The strategy loses money on average and ruin is mathematically certain over enough trades.

Why does the ruin number jump so much when I tweak risk-per-trade?

Ruin grows exponentially with risk-per-trade because more aggressive sizing means fewer losing trades push you to ruin. Halving the risk roughly squares the ruin probability.

No — Kelly maximises long-run growth. This calculator measures the asymmetric "fail before profit" probability that matters when you face a hard drawdown floor.

Does this account for variable R:R?

No — it uses average R:R. Real strategies have variance; treat the output as an order-of-magnitude estimate, not a precise number.

What's the relationship between ruin probability and consecutive-loss probability?

Lossses to ruin = ruin distance ÷ risk per trade. A 10% DD with 1% risk needs 10 consecutive full-stop losses (or equivalent compound drawdown).

Risk-of-ruin calculator

A 60% win-rate strategy can still bust before profit. This calculator gives the probability of ruin — busting the drawdown floor — under your stated win-rate, R:R, position size, and DD distance to ruin.

Risk of ruin

3.46%

Acceptable for a single attempt.

Edge per trade

16.67%

Normalised expectancy. Negative = strategy loses money on average.

Full-stop losses to ruin

How many consecutive max-risk losers wipe out the DD cushion.

How to use this calculator

Enter win-rate. Percent of closed trades that finish in profit. Use the realised number, not your hopeful number.
Enter reward:risk. Average reward divided by average risk. 1.5 means winning trades are 1.5× the size of losing trades on average.
Enter risk-per-trade. Percent of equity at risk per trade (the stop-loss distance, expressed as % of balance).
Enter ruin distance. Max drawdown you can sustain before the firm closes you out. For most firms: the overall DD percent.
Read the ruin probability. Below 5% is solid; 5–15% is workable on a single attempt; above 25% — re-size or improve the strategy.

FAQ

Why is my ruin probability 100%?: Your expectancy per trade is zero or negative — winRate × R:R does not exceed (1 - winRate). The strategy loses money on average and ruin is mathematically certain over enough trades.
Why does the ruin number jump so much when I tweak risk-per-trade?: Ruin grows exponentially with risk-per-trade because more aggressive sizing means fewer losing trades push you to ruin. Halving the risk roughly squares the ruin probability.
Is this Kelly?: No — Kelly maximises long-run growth. This calculator measures the asymmetric "fail before profit" probability that matters when you face a hard drawdown floor.
Does this account for variable R:R?: No — it uses average R:R. Real strategies have variance; treat the output as an order-of-magnitude estimate, not a precise number.
What's the relationship between ruin probability and consecutive-loss probability?: Lossses to ruin = ruin distance ÷ risk per trade. A 10% DD with 1% risk needs 10 consecutive full-stop losses (or equivalent compound drawdown).

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