BRYME Money · Tool

Trading expectancy calculator

Win rate and risk-reward in — the only two numbers your system is built on, out.

Expectancy answers one question: on average, what does one trade earn or lose? Enter your win rate and your average winner and loser measured in R — where 1R is the amount risked. The calculation runs entirely in your browser; nothing is stored or sent anywhere.

System stats
Fill in a win rate and reward numbers to see expectancy.

How to read the result

  • Expectancy per trade is (win% × avg win) − (loss% × avg loser), in R. Positive means the system makes money per trade on average; negative means it bleeds, no matter how good it feels.
  • Breakeven win rate is loser ÷ (winner + loser). At a 2R winner the system only needs ~33% winners to break even; at a 1R winner it needs over 50%.
  • Dollars per trade apply expectancy to your risk amount: balance × risk% = 1R.

The catch, and it is the whole game: these numbers are only as honest as the testing behind them. A win rate measured in-sample flatters; one measured out-of-sample tells the truth — see backtesting 101 for how to get numbers you can actually trust, and the position size calculator to convert risk into lots or units. Research context: QUANTLAB, explained.

General information, not financial advice. Everything on BRYME Money is educational. Trading forex, crypto and derivatives involves substantial risk of loss and is not suitable for everyone. Past performance — including any published research — does not guarantee future results. Never trade money you cannot afford to lose.