Monte Carlo Simulator

Setup

Run

Idle.

Results

StatisticValue
Mean
Median
P90
P95
P99
P99.9
Min
Max
Stdev

Histogram

Histogram of simulated outcomes Frequency distribution of trial sums; bins computed by Freedman–Diaconis.

Loss Exceedance Curve

Loss Exceedance Curve Probability of exceeding a given loss value, descending from 1.0 at the minimum sample to 0 at the maximum.