Trading Profit & Win Rate Calculator

Your win rate is the percentage of trades that close in profit — but on its own it says nothing about profitability. What decides whether a trading strategy makes money is the combination of win rate and risk/reward ratio (take profit vs. stop loss). This calculator simulates a full sequence of trades with your exact parameters, fees included, so you can see the interaction instead of guessing.

The math behind it: with a take profit of TP% and a stop loss of SL%, the break-even win rate before fees is SL ÷ (TP + SL). A strategy risking 5% to make 5% breaks even at exactly 50%; risking 5% to make 10% breaks even at 33.3%. Exchange fees move that threshold up — which is why the simulation charges a limit fee on entry and a market fee on exit for every trade, the detail most win rate calculators skip.

Because each run draws random wins and losses at your chosen probability, the actual win rate of a run will drift around your input — exactly like live trading over a small sample. Re-run the simulation a few times to feel the variance, or use the equity curve simulator to run thousands of paths at once, and the risk of ruin calculator to quantify the probability that a losing streak at your win rate wipes out your account.

Day trading stresses every weakness of a strategy: high trade frequency multiplies fees, and leverage multiplies both the wins and the stop-outs. To model a day trading profile, set Number of Trades to your weekly or monthly count, use tight take profit and stop loss percentages that match your intraday targets, and enter your real exchange fee tier — at high frequency, the fee line in the results is often the difference between a profitable and a losing month.

Two cross-checks worth doing before risking capital: size positions with the Kelly criterion calculator so a normal losing streak can't bury the account, and compare your assumed win rate against strategies with published, verified backtests instead of estimates — you can screen 75K+ backtested strategies to see what comparable setups actually achieved.