Calculator
AvailableWin-rate calculator
Use R (risk units) or $ — as long as units match. Example
Expectancy per trade
$10.00
Profit factor
1.22
Breakeven winrate
50.00%
Safety margin
5.00pp
Expectancy per trade
Expectancy = (Winrate × Avg Win) − ((1 − Winrate) × Avg Loss). Positive = positive expectancy.
Profit factor
Profit Factor = (Winrate × Win) ÷ ((1 − Winrate) × Loss). > 1.5 = good.
Breakeven winrate
Minimum winrate to break even with your win/loss ratio.
What it computes
Win-rate is the share of profitable trades from total. A poor stand-alone metric: you can have 80% winning trades and still lose, if average loss is 5× the average win.
The calculator shows the minimum win-rate your strategy needs at given average win and loss sizes to break even. Helps verify whether the win-rate in your backtest is realistic.