Margin of error = 1.96 × standard deviation ÷ √n. If the range crosses zero, the sample cannot tell a real edge from luck. Standard deviation of around 1–1.5R is typical for a fixed-risk strategy; use your own if you have it.
About this calculator. The result is an educational estimate. Contract sizes, pip values, spreads, commissions and overnight financing differ by broker and by instrument, and fills can differ from the prices you model. Check your own account's specification before trading.