Win Rate and Expectancy Calculator

Combine how often you win with how big wins and losses are, expectancy is the average dollars per trade before fees.

Win rate alone does not determine if a strategy is profitable: a few large losses can outweigh many small wins. Expectancy captures that trade-off in one number.

Enter averages from your journal or backtest. Use the same definition of a trade throughout; exclude fees here if your averages are gross.

Win rate40%
Expectancy per trade ($)+0

Based on 100 trades. Formula: (win rate × avg win) − ((1 − win rate) × avg loss).

Frequently Asked Questions

Expectancy is the average profit or loss per trade across your distribution of wins and losses. A positive expectancy means that over many similar trades, each trade contributes positively on average, before costs.
Win rate is winning trades divided by total trades (wins plus losses). Tie-breakeven trades are not modeled; add them to wins or losses depending on how you define them.
A 50% win rate is not enough by itself: if losers are much larger than winners, expectancy can still be negative. This tool combines frequency with average win and loss sizes.
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