Performance calculators
Win rate, expectancy, profit factor and drawdown.
5 tools
- Performance
Trading Statistics Calculator
Turn wins, losses and average sizes into win rate, profit factor, payoff ratio, expectancy and the break-even win rate.
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Trading Expectancy Calculator
Calculate expectancy per trade in currency and in R, projected forward to a month and a year at your trade frequency.
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Maximum Drawdown Calculator
Paste an equity curve and find the largest peak-to-trough fall, the current drawdown, and the gain required to recover.
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Kelly Criterion Calculator
Calculate the full Kelly fraction from win rate and payoff, and the fractional Kelly most traders actually use.
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R Multiple Calculator
Convert a list of trade results into R multiples so trades of different sizes become directly comparable.
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