Strategy expectancy calculator

Trading Expectancy Calculator

Expectancy combines win probability with the average size of wins and losses. It describes the average result implied by those inputs over a sufficiently representative sample.

Expectancy per trade

50.00

Average result implied by the entered win rate, average win, and average loss.

Formula

Expectancy = (win rate × average win) − (loss rate × average loss).

Important limitations

  • •Historical expectancy does not guarantee future results.
  • •Use averages from a sufficiently large and relevant trade sample.
  • •Include realistic trading costs when calculating average wins and losses.
These calculators provide mathematical outputs only. They do not account for every broker, exchange, product, margin, tax, execution, or market condition and are not financial advice.