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What does this applet show?
This applet simulates an equity curve of your account over the long term after systematically applying your trading rule with known parameters of Win Probability and Win/Loss ratio. A whole curve consists of about 450 pixels, or trades. The random generator decides (as the market does) with a given probability whether you win or lose in a given trade. So the equity trajectory is generated.

What is a "Win/Loss ratio" parameter?
Divide your average winner by your average loser and you get Win/Loss ratio. This is by far the most important factor in trading. You could win much less than half the time, but make a killing if your win/loss ratio is high.

What is a "Win Prob" parameter?
This is the number representing probability of a winning trade of your trading system. For example, if you traded 100 times and won in 61 trades, then the probability to win is about 61% or 0.61.

What is a "Lines Qty" parameter?
This is abbreviation for "Lines quantity". This is the number of equity curves to be generated and plotted simultaneously. This feature gives you an opportunity to see "what if" scenarios for any 'level of luck'. In other words, even your system wins in 99.9% of times, there's non-zero chance that all your trades can lose for example 10 times in a raw.

What are the "Kelly Val" and "Math Expect" parameters?
Kelly Value and Mathematical Expectation of the trading system respectively. The first one determines the percentage of your capital you should put in a single trade in order to maximize the over-all account performance in a long run and minimize the risks of ruin. The second one is interpreted this way : if it is positive than historically your system wins on average, if it is negative then you better look for another strategy...