Use the three-EA risk calculator

Choose capital and basis first

Enter capital in EUR. With fixed reference sizing, changing the starting balance alone does not change the nominal trade budget: 1% of a EUR 10,000 reference remains EUR 100. Current-balance sizing changes the budget as the balance changes. Select the mode you actually intend to use in the EA, rather than choosing whichever graph looks better.

Compare one change at a time

Enable ADX, Monday and Gold individually and compare equal risk with your own allocation. The grey comparison uses 1% of fixed EUR 10,000 per included EA. Individual curves show standalone scenarios with the selected starting capital; do not add their ending balances and call that one-account capital. Higher risk scales both favorable and unfavorable fixed-risk outcomes and may exhaust capital.

Read the model limits before exporting

The source is the verified v1.02 real-tick reports. Fixed-risk curves scale their closed net P/L; balance-based curves resize using a shared daily starting balance on closing days. This approximation does not reconstruct sizing at each actual entry, open equity, margin or broker fills. The displayed decline concerns daily realized balance, not full equity drawdown. Risk-only input exports do not replace the complete strategy preset.

Checks to make before deciding

• Fixed reference: budget = risk% x reference capital. At 1% of EUR 10,000 the initial sizing budget is EUR 100 per trade even after gains or losses.
• Current balance: budget = risk% x balance at sizing time. Record that timestamp and how open positions, cash movements and new orders affect the basis used by the EA.
• Fixed lots: record volume and the resulting stop risk for each trade. Equal lot sizes do not imply equal monetary risk when stop distances or tick values change.
• Keep the account currency explicit in presets and captions. A reference of 10,000 USD is not automatically equivalent to 10,000 EUR; do not merely relabel monetary values.
• Align all series to the common verified period and timezone. Preserve zero-activity periods but exclude genuinely unavailable data; document how many paired months remain.
• Compute correlations from comparable periodic returns, not cumulative balance curves. Declare denominator, return convention, frequency and Pearson or alternative measure.
• Show the full matrix plus rolling or subperiod estimates where the sample permits. A single long-period correlation can conceal periods when all strategies lost together.
• Check shared currency, direction, session, volatility and broker exposure. Different EA names do not ensure different economic risk factors.