Trade Analytics
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)
Trade Analytics calculators
The statistics that tell you whether a strategy has an edge: win rate, expectancy, profit factor and how far trades move for and against you.
Trade Analytics calculators
Trade Analytics
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
Trade Analytics
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
Trade Analytics
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%
What each trade analytics calculator measures
- Win Rate Calculator — Calculate your win rate, the statistical range of your true win rate and the break-even win rate for your payoff.
- Trading Expectancy Calculator — Combine win rate, average win and average loss into expected profit per trade — in money and in R.
- Profit Factor Calculator — Divide gross profit by gross loss to see how many dollars your strategy makes for every dollar it loses.
- MAE & MFE Calculator — Measure how far a trade moved against you and in your favour, including scaled entries and how much profit you captured.
For the theory behind these formulas, see Trade-specific metrics on Trading Metrics .