Trading Expectancy Calculator

Parameters

Win Rate (%)

Percentage of trades that are winners

Average Win (R-multiples)

Average winning trade size in R (risk units)

Average Loss (R-multiples)

Average losing trade size in R (typically 1.0)

Expand Advanced to see equity projections and time estimates.

Expectancy measures your average profit or loss per trade in R-multiples. A positive expectancy means you have a mathematical edge.

Positive expectancy starts with the right strategy

Compare strategies on their backtested expectancy.

Enter valid parameters to see your trading edge analysis.