using System;

public class Program

{

    public static void Main()

    {

        const float START_CAPITAL = 94000f;

        float capital;

        int holdOutLength = 5; // Number of chances to hold out for

        //                       0.25%     0.5%     0.75%       1%      1.5%

        float[] chanceChain = { 0.8958f, 0.7731f, 0.8152f, 0.8617f, 0.7724f };

        float[] winPct = { 0.0025f, 0.005f, 0.0075f, 0.01f, 0.015f };

        float lossPct = 0.01f;

        float trailStopPct = 0.0025f;

​

        float leverageFactor = 4f;

        float bonusGainChance = 0.0f; // 20% == Bonus gain once a week

        float maxBonusGainPct = 0.005f;

        int numSimulations = 1000000;

        int numSteps = 120;

        Random rnd = new Random();

        float totalEndingCapital = 0;

        float minOutcome = float.MaxValue;

        float maxOutcome = float.MinValue;

        for (int i=0; i < numSimulations; ++i)

        {

            capital = START_CAPITAL;

            for (int j=0; j < numSteps; ++j)

            {

                bool won = true;

                int p=0;

                for (; p < holdOutLength - 1; ++p)

                {

                    if (rnd.NextDouble() > chanceChain[p])

                    {

                        // Only apply lossPct on first try since after that, we trail our stop loss toward our next gain:

                        if (p == 0)

                            capital -= capital * lossPct * leverageFactor;

                        else

                            capital += capital * (winPct[p] - trailStopPct) + leverageFactor;

                        won = false;

                        break;

                    }

                }

                if (won)

                    capital += capital * winPct[holdOutLength - 1] * leverageFactor;

                if (rnd.NextDouble() <= bonusGainChance)

                {

                    capital += capital * maxBonusGainPct * leverageFactor * (float)rnd.NextDouble();

                }

            }

            minOutcome = Math.Min(minOutcome, capital);

            maxOutcome = Math.Max(maxOutcome, capital);

            totalEndingCapital += capital;

        }

        float avgEndingCapital = totalEndingCapital / numSimulations;

        Console.WriteLine("Min: " + minOutcome.ToString("N") + "\n" +

                          "Max: " + maxOutcome.ToString("N") + "\n" +

                          "Avg: " + avgEndingCapital.ToString("N"));

    }

}