Win Rate
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Profit Factor
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Expectancy Per Trade
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Avg Win / Avg Loss
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When Should You Use This?
Use this calculator to evaluate your trading system after every 50-100 trades. Track these metrics over time to see if your edge is improving, stable, or deteriorating.
How It Works
1
Enter Trade Results
Input your total number of trades, winning trades, gross profit, and gross losses from your trading journal.
2
Review Metrics
Win rate alone doesn't tell the full story. Profit factor (should be > 1.5) and expectancy (should be positive) are more important.
3
Improve or Maintain
If expectancy is negative, your system needs work. Focus on either improving win rate or increasing your average win relative to average loss.
Frequently Asked Questions
It depends on your risk/reward ratio. With 2:1 reward/risk, you only need 33% win rate to break even. With 1:1, you need over 50%. Focus on expectancy, not just win rate.
Profit factor = Gross Profit / Gross Loss. Above 1.0 means profitable. Above 1.5 is good. Above 2.0 is excellent. Below 1.0 means you're losing money.
Expectancy is the average amount you expect to win or lose per trade. Positive expectancy means your system makes money over time. It accounts for both win rate and win/loss size.
At least 30 trades for basic reliability, 100 for moderate confidence, 500+ for high confidence. Fewer trades means the statistics could be misleading.
Yes. Trend-following strategies often win only 30-40% of trades but have large winners (3-10x the average loss). Profit factor and expectancy will still be positive.