Trading Expectancy Calculator
Combine win rate, average win and average loss to estimate the average mathematical outcome per trade.
Trading expectancy calculator
Loss rate—
Expectancy per trade—
Profit factor estimate—
Expected total over sample—
Historical averages do not guarantee future results. Small samples can produce unstable estimates.
Example
A hypothetical system winning 45% of trades, with an average win of 2R and an average loss of 1R, has expectancy of +0.35R per trade before costs: (0.45 × 2) − (0.55 × 1) = 0.35. That mathematical result is only as useful as the quality and representativeness of the underlying data.