Risk/Reward Ratio Calculator
Compare a trade's potential reward with its risk and see the win rate you need to break even.
Entry 100 · Stop 95 · Target 110 → 1:2
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52 calculators across 10 categories. Each one updates live, explains its formula, links to the in-depth explanation and can be shared with a link.
Risk Management · 4Plan every trade around what you can afford to lose.Performance & Returns · 6Measure returns and model how results compound.Trade Analytics · 4Win rate, expectancy, profit factor and excursions.Risk Metrics · 6Volatility, beta, alpha, drawdown, VaR and expected shortfall.Risk-Adjusted Ratios · 4Sharpe, Sortino, Treynor and information ratio.Portfolio · 3Correlation, diversification and turnover.Trading Costs · 4Commissions, spreads, slippage and fill rate.Market Sentiment · 3Put-call ratio, short interest and bullish percent.Technical Indicators · 15Moving averages, RSI, MACD, Bollinger Bands, ATR and more.Support & Resistance · 3Pivot points and Fibonacci retracements and extensions.
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Position Size Calculator
Find how many shares, coins, lots or contracts to trade so a stop-out costs exactly what you planned.
$10,000 · 1% risk · 5 point stop → 20 units
Open calculator R-Multiple Calculator
Express any trade result in units of initial risk and analyse a series of trades in R.
Risk $100 · Profit $300 → +3R
Open calculator Trading Profit & Loss Calculator
Calculate gross and net P/L for long or short trades, including fees, funding and break-even price.
Long 10 @ 100 → exit 110 = +$100
Open calculator Compound Growth Calculator
Model how repeated gains, losses, risk per trade and deposits shape your equity curve over time.
$1,000 · +1% × 10 trades → $1,104.62
Open calculator Leverage Calculator
Work out leverage from position size and margin, and see how far price can move before the margin is gone.
$50,000 position · $5,000 margin → 10×
Open calculator Total Return Calculator
Calculate the full return on an investment or trade, including dividends, interest and other income.
$16,556.66 → $23,739.17 → +43.38%
Open calculator CAGR Calculator
Find the compound annual growth rate between two values over any number of years, months or days.
$10,000 → $16,105 in 5 years → 10.00%
Open calculator Annualized Return Calculator
Convert a return earned over any holding period into its equivalent yearly rate.
+18% over 540 days → 11.84% / year
Open calculator Daily & Monthly Return Calculator
Turn a series of closing prices or balances into daily, weekly or monthly returns with averages and volatility.
36 month-end balances → avg +1.1% / month
Open calculator Win Rate Calculator
Calculate your win rate, the statistical range of your true win rate and the break-even win rate for your payoff.
60 wins / 100 trades → 60% (vs 33.3% needed)
Open calculator Trading Expectancy Calculator
Combine win rate, average win and average loss into expected profit per trade — in money and in R.
45% · avg win $180 · avg loss $100 → +$26
Open calculator Profit Factor Calculator
Divide gross profit by gross loss to see how many dollars your strategy makes for every dollar it loses.
$8,000 profit / $4,000 loss → 2.00
Open calculator MAE & MFE Calculator
Measure how far a trade moved against you and in your favour, including scaled entries and how much profit you captured.
Avg entry 97.5 · low 90 · high 110 → MAE 7.7%, MFE 12.8%
Open calculator Volatility Calculator
Calculate the standard deviation of returns from prices or returns and annualise it for any data frequency.
Monthly returns → σ per month & annualised
Open calculator Beta Calculator
Measure how sensitive an asset or portfolio is to market moves from two return series.
Asset vs index returns → β, correlation, R²
Open calculator Jensen's Alpha Calculator
Compare actual return with the CAPM-expected return for the beta taken to isolate skill.
15% return · β 1.2 · market 10% · Rf 2% → α 3.4%
Open calculator Maximum Drawdown Calculator
Find the largest peak-to-trough decline in an equity curve, its duration and the gain needed to recover.
$12,000 → $9,000 → −25% (needs +33.3%)
Open calculator Value at Risk (VaR) Calculator
Estimate the loss threshold you should only exceed on a small share of days — parametric or historical.
$100k · σ 1.2% · 95% → VaR $1,924
Open calculator Expected Shortfall (CVaR) Calculator
Calculate the average loss on the days that breach VaR — the tail risk VaR doesn't show.
$100k · σ 1.2% · 95% → ES $2,425
Open calculator Sharpe Ratio Calculator
Measure excess return per unit of volatility from annual figures or a series of returns.
12% return · 2% Rf · 8% σ → 1.25
Open calculator Sortino Ratio Calculator
Risk-adjusted return that only penalises downside volatility below your target return.
Monthly returns · target 0% → Sortino vs Sharpe
Open calculator Information Ratio Calculator
Measure how consistently a portfolio beats its benchmark relative to tracking error.
Portfolio vs benchmark → IR & tracking error
Open calculator Treynor Ratio Calculator
Excess return per unit of market risk (beta) for diversified portfolios.
12% · Rf 2% · β 1.2 → 0.0833
Open calculator Correlation Calculator
Build a correlation matrix for up to four assets from prices or returns.
3 assets · 40 days → matrix + average ρ
Open calculator Diversification Ratio Calculator
Compare the weighted volatility of your holdings with the portfolio's actual volatility.
Weighted σ 14.5% / portfolio σ 12% → 1.21
Open calculator Portfolio Turnover Calculator
Calculate how much of the portfolio was traded over a period and the implied holding time.
$300k traded / $1.2M avg → 25%
Open calculator Trading Commission Calculator
Calculate flat, percentage or per-share commissions with minimums and maximums, per trade and per year.
0.1% of $9,600 → $9.60 per order
Open calculator Spread Cost Calculator
Turn a bid-ask spread into money per trade, pips and monthly cost.
EUR/USD 0.8 pips × 1 lot → $8
Open calculator Slippage Calculator
Measure the difference between expected and filled price in %, basis points and money.
Expected 100 · filled 100.18 → 0.18% ($90)
Open calculator Order Fill Rate Calculator
Calculate the share of your orders that were filled, fully or partially.
85 filled / 100 placed → 85%
Open calculator Put-Call Ratio Calculator
Divide put volume by call volume to gauge options-market sentiment.
950k puts / 1M calls → 0.95
Open calculator Short Interest Ratio Calculator
Calculate days to cover and short interest as a percentage of float.
2M short / 500k daily volume → 4 days
Open calculator Bullish Percent Index Calculator
Calculate the share of index members on point-and-figure buy signals.
312 of 500 stocks → 62.4%
Open calculator Simple Moving Average Calculator
Calculate a simple moving average bar by bar, with an optional second average for crossovers.
80 closes · SMA 20 & 50 → crossover check
Open calculator EMA Calculator
Calculate an exponential moving average with the 2 ÷ (n + 1) multiplier, bar by bar.
80 closes · EMA 20 & 50
Open calculator MACD Calculator
Calculate the MACD line, signal line and histogram from closing prices.
MACD(12, 26, 9) → line, signal, histogram
Open calculator RSI Calculator
Calculate the Relative Strength Index with Wilder or simple averaging and see overbought/oversold readings.
Avg gain 0.714 / avg loss 0.357 → RSI 66.67
Open calculator Stochastic Oscillator Calculator
Calculate %K and %D from high, low and close data (fast or slow stochastic).
Stoch(14, 3, 3) → %K, %D, overbought/oversold
Open calculator Stochastic RSI Calculator
Apply the stochastic formula to RSI for a faster momentum oscillator.
StochRSI(14, 14, 3, 3) → %K & %D
Open calculator Rate of Change (ROC) Calculator
Calculate the percentage change in price over a lookback period, bar by bar.
110 vs 100 twelve bars ago → +10%
Open calculator CCI Calculator
Calculate the Commodity Channel Index from typical price, its average and mean deviation.
CCI(20) from high, low, close → ±100 zones
Open calculator Bollinger Bands Calculator
Calculate upper, middle and lower bands, %B and bandwidth to spot squeezes.
BB(20, 2) → bands, %B, bandwidth
Open calculator ATR Calculator
Calculate Average True Range and turn it into volatility-based stop-loss levels.
ATR(14) 2.0 · 2× from 100 → stop 96
Open calculator On-Balance Volume Calculator
Calculate On-Balance Volume from closes and volume and check it against price.
80 bars → OBV trend + divergence check
Open calculator Chaikin Money Flow Calculator
Calculate Chaikin Money Flow from high, low, close and volume to read buying and selling pressure.
CMF(20) → accumulation or distribution
Open calculator VWMA Calculator
Calculate a volume-weighted moving average and compare it with the simple moving average.
VWMA(20) vs SMA(20)
Open calculator ADX Calculator
Calculate ADX, +DI and −DI with Wilder smoothing to measure trend strength and direction.
ADX(14) with +DI / −DI → trend strength
Open calculator Parabolic SAR Calculator
Calculate Parabolic SAR trailing-stop levels and trend flips from high and low data.
SAR(0.02, 0.2) → trailing stop + trend
Open calculator Pivot Point Calculator
Calculate standard, Fibonacci, Camarilla, Woodie and DeMark pivot points from the previous high, low and close.
H 110 · L 90 · C 100 → P 100, R1 110, S1 90
Open calculator Fibonacci Retracement Calculator
Calculate 23.6%, 38.2%, 50%, 61.8% and 78.6% retracements plus extensions for any swing.
Low 100 · high 200 → 61.8% at 138.20
Open calculator Fibonacci Extension Calculator
Project 0.618, 1.0, 1.272, 1.618, 2.0 and 2.618 price targets from an A–B–C swing.
A 100 · B 200 · C 150 → 1.618 at 311.80
Open calculator Full list by category
Technical Indicators
- Simple Moving Average Calculator
- EMA Calculator
- MACD Calculator
- RSI Calculator
- Stochastic Oscillator Calculator
- Stochastic RSI Calculator
- Rate of Change (ROC) Calculator
- CCI Calculator
- Bollinger Bands Calculator
- ATR Calculator
- On-Balance Volume Calculator
- Chaikin Money Flow Calculator
- VWMA Calculator
- ADX Calculator
- Parabolic SAR Calculator