Input your trading history and find out if your strategy is actually profitable. Instant win rate, expectancy, profit factor, and Kelly criterion calculations.
Most traders focus solely on win rate, but that's only half the story. You can have a 70% win rate and still lose money if your average loss is larger than your average win. This calculator shows you the complete picture of your trading performance through four critical metrics.
Your win rate is simply the percentage of trades that ended in profit. While important, a high win rate doesn't guarantee profitability. A 40% win rate with proper risk management can be more profitable than a 70% win rate with poor position sizing.
Expectancy estimates the average amount made or lost per trade in your sample. The formula is: (Win Rate × Average Win) - (Loss Rate × Average Loss). A positive historical expectancy is useful context, but it does not guarantee future profitability.
Profit factor is the ratio of gross profit to gross loss. A value above 1.0 means the supplied sample produced more gross profit than gross loss; below 1.0 means the opposite.
The Kelly Criterion tells you the optimal position size as a percentage of your account to maximize long-term growth while minimizing risk of ruin. Most professional traders use half-Kelly or quarter-Kelly for additional safety. A negative Kelly means your strategy has no edge and you shouldn't trade it.
Small samples can be misleading. The calculator shows an approximate confidence interval to make that uncertainty visible. More trades can narrow the interval, but no trade-count threshold validates a strategy or guarantees that its behavior will persist.