Free Tools Win Rate & Expectancy Calculator
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Risk Management

Win Rate & Expectancy Calculator

Enter your win rate, average winning trade size, and average losing trade size to calculate expectancy per trade, whether your strategy has a mathematical edge, and projected monthly P&L.

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How This Tool Works

Trade expectancy measures the mathematical edge of your strategy — the average profit or loss per trade over many trades.

Expectancy = (Win Rate × Avg Win) − (Loss Rate × Avg Loss)
Monthly P&L = Expectancy × Trades per Month

A positive expectancy means your strategy is profitable in the long run. The break-even win rate for any R:R ratio is: 1 ÷ (1 + R:R). For a 2:1 R:R, you break even at a 33% win rate — meaning you can lose two-thirds of your trades and still profit.

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