I expanded this excelsheet with a simulating part (assuming it was open source [img]/images/graemlins/smile.gif[/img] ). It simulates a predefined number of profit graphs based on the input given. The best and worst profit graph are shown in a graph.
For example, my 22+2 results(200 simulations, ROI 8%):
Download links:
Excel 97/2003
Excel 2007
These sheets contain VB code so you might need to enable macros. I deleted the initial graph because otherwise for each simulation the graph is updated which takes a lot of time.
It's still kind of slow so I wouldn't recommend to enter a large amount of simulations (200 simulations takes about a minute on my dual core).
The sheet may be expanded by showing for example largest downswing, upswing, break even strike etc. in the graph, but i guess this is rather difficult to implement. However, I'll try if there is enough interest.