How the edge map works
Every trade either wins your reward (R:R × risk) or loses your risk (1R). Expectancy is the average result per trade: E = WinRate × RR − (1 − WinRate). Above zero, the strategy makes money over time. Below zero, no money management can save it.
The break-even win rate for any R:R is 1 ÷ (1 + RR). At 1:2 you only need to win 33.3% of trades. At 1:1 you need 50%.
Why simulate 40 futures?
By default every simulated trade risks the same dollar amount, based on your starting balance. That makes the numbers easy to check: 100 trades × expected $ per trade ≈ total profit. Switch to "Current balance" to see compounding, where risk grows and shrinks with the account. Compounding with high risk produces huge numbers on paper that real markets, spreads and psychology rarely allow.
Even a profitable strategy has losing streaks. The simulation replays your numbers in random order so you can see how bumpy the road is and how deep a drawdown your plan can produce. If a 20% drawdown would make you quit, lower your risk per trade.