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Odds of blowing up

2,000 simulated paths on your own win rate and reward-to-risk. On the same edge, risking 2% per trade gives a near-zero chance of a halving drawdown; risking 10% gives over 90%.

Model: a win adds (R × risk), a loss subtracts the risk, both on current equity. Blown up means equity fell more than 50% from its peak. Trades are assumed independent; real markets come in streaks, so the true figure is usually worse.