THE ALGO VISION

Expectancy calculator

Expectancy per trade

Expectancy = (win rate × average win) − (loss rate × average loss), measured in R so position sizing cannot flatter it. Costs come out of this, so measure from filled prices. A projection from a small sample is not a forecast.

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.
Free tool · educational usePowered by The Algo Vision →