Performance and statistics

Compounding Calculator

Compounding assumes the return repeats. Trading returns arrive as a sequence with losing stretches, so read this as the shape of the best case rather than a forecast.

Starting point

Time and additions

Keep the period consistent — 2% per month over 36 months, not over 36 years.
Deposits made at the end of each period.
Final balance$20,398.87
From compounding alone$20,398.87
Total addedno deposits
Growth on the starting balance104%

Compounding assumes the return repeats. Trading returns do not — they arrive as a sequence with losing stretches, and a drawdown early in the sequence changes the final figure far more than the same drawdown late in it. Treat this as the shape of the best case, not a projection.

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The formula

final balance = start × (1 + r)^n + deposits × ((1 + r)^n − 1) ÷ r

The first term is compounding on what you began with. The second is what regular deposits become. Keeping them separate matters, because they answer different questions: the first is about trading, the second is about saving, and adding them together hides which one did the work.

What the curve really shows

Return per month 12 months 24 months 36 months
1% +12.7% +27% +43%
2% +26.8% +61% +107%
3% +42.6% +103% +190%
5% +79.6% +223% +480%
10% +214% +887% +3,000%

Two things are worth noticing. The first is how modest 1–2% a month looks and how substantial it becomes — this is the honest case for patience, and it is real.

The second is how quickly the table stops describing anything achievable. A sustained 5% a month is roughly 80% a year, every year, with no losing month. A sustained 10% is a number that would make someone the most successful trader on record within a decade. The arithmetic is correct at every row; the rows stop being about trading somewhere around the third one.

The assumption that breaks

Compounding assumes the return repeats. Trading returns are a sequence, and sequences have order.

Two accounts with identical average monthly returns finish in different places if one had its drawdown early and the other late, because compounding is multiplicative — a 20% loss followed by a 20% gain leaves you at 96%, and the order of those two changes the base each one applies to. That asymmetry is the same one behind drawdown recovery, and it is why smooth projections and real equity curves diverge even when the average is honest.

There is also a behavioural break the arithmetic cannot see. The projection assumes position size grows with the balance — that you will risk 1% of a tripled account as calmly as 1% of the original. Most people do not. Sizing stalls at the level that feels comfortable, and the curve quietly flattens into a straight line.

Using it honestly

It is a useful tool for two questions and a misleading one for a third.

Good: how long would it take at this rate, and how much of my growth is trading rather than deposits. Both are structural questions where the arithmetic is exactly right.

Bad: what will my account be worth in three years. That requires the return to be stable, and the only way to know whether yours is stable is a track record long enough to have an error bar — which most accounts do not have.

FAQ

Is compounding realistic in trading?

The arithmetic is, the assumption of a constant return is not. Returns arrive with losing stretches, and the order in which gains and losses occur changes the outcome because each period applies to a different base. Use it to understand the shape rather than to predict a figure.

What is a realistic monthly return?

There is no single answer, but the table above gives a sense of scale: a sustained 5% a month compounds to roughly 80% a year, which very few professionals achieve consistently. Projections in the 1–3% range describe something plausible; anything above that is a hypothesis rather than a plan.

Should I compound position size as the account grows?

That is what the arithmetic assumes, and it is where most projections break in practice. Risking a fixed percentage means position size grows with the balance, which is mathematically consistent and psychologically harder than it sounds. If sizing stays fixed, growth becomes linear rather than exponential.

How long does it take to double an account?

At a constant rate, roughly 72 divided by the percentage per period — about 36 periods at 2%, or 14 at 5%. The approximation is good enough for planning and inherits the same caveat: it assumes no losing period, which no real record has.

Does this account for drawdowns?

No, and that is its main limitation. A projection at an average return will overstate the result of any real sequence containing losses, because the recovery from each loss is measured against a smaller balance. Treat the output as an upper edge.

This is the plan. What did you actually do?

A calculator tells you the size you should have taken. It cannot tell you the size you took at 2pm after two losers, or how often your stop moved once price went against you. Drop in a statement from MT4/MT5, a broker CSV or a crypto export and see the answer for your own last 90 trades.

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