Hi I am running some FOREX EA, and am struggling to decide what method to use for deciding my lot size (leverage). We have some to chose from.. Kelly, Optimal f, Safe f, % of equity etc.. All with some pros and cons that have been discussed in this forum. As how, I am developing the principle for my trading in Amibroker, and I did realize yesterday that the built-in Monte Carlo simulation may be the "best key", as it can simulate the worst Drawdawn. That is, I can easily just do some manual backtesting with different leverage and just look at the (let's say) 95% probability that the max Drawdown is less than (let's say) 99%. Needless to say, this is for the part of my trading portfolio that I can risk. The leverage provided with kelly / optimal f etc are nearly always during the Monte Carlo simulation indicate a rather high probability for 100% drawdown. What are your thoughts about this?