> For the complete documentation index, see [llms.txt](https://docs.tradesurge.co/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://docs.tradesurge.co/platform/simulator.md).
# Simulator
The in-app simulator replays your own backtest results against a real firm's rules to estimate your odds of passing or breaching.
The Simulator answers one question: with this strategy, at this firm, how likely am I to pass, and how likely am I to breach? It takes the R results from your own backtest and replays them in many random orders against the firm's rules. The public Eval Simulator does the same from numbers you type in.
{% hint style="info" %}
**Early access.** The in-app simulator opens with the alpha, for invited traders.
{% endhint %}
## What you need
* A strategy version with a completed backtest.
* The firm and challenge you want to test against.
## Run a simulation
{% stepper %}
{% step %}
### Pick the backtest
Choose the strategy version and the backtest whose trades you want to replay.
{% endstep %}
{% step %}
### Pick the firm
Choose a firm rule pack from the catalogue. It sets the profit target, daily drawdown and maximum drawdown.
{% endstep %}
{% step %}
### Read the results
Compare pass and breach odds, and how long a pass usually takes.
{% endstep %}
{% endstepper %}
## What you see
| Name | What it means |
| ---------------- | ---------------------------------------------------------------------- |
| **P(pass)** | Share of simulated paths that hit the profit target without breaching. |
| **P(bust)** | Share of paths that break a drawdown rule. |
| **Days to pass** | How long passing paths usually take. |
| **Equity fan** | The spread of paths, from worst to best. |
{% hint style="warning" %}
The simulator reuses your backtest's trades. If the backtest is flattered by chance, the simulation is too. Treat it as a stress test, not a forecast.
{% endhint %}
## Next steps
---
# Agent Instructions
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