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Trading Statistics Calculator

Enter your trade results as R-multiples to calculate win rate, expectancy, profit factor, and view your equity curve.

The metrics every trader should understand

Most traders look at P&L and nothing else. Profitable traders look at the numbers behind the P&L — because P&L alone tells you almost nothing useful about whether your system has edge.

MetricWhat it tells youTarget
Win rate% of trades that close in profitDepends on R:R — 40% can be profitable
Profit factorGross profit ÷ gross lossAbove 1.5 is solid
ExpectancyAverage R gained per tradeAny positive number is a working edge
Avg win / avg loss ratioHow big wins are vs lossesHigher is better; aim for 1.5:1 or above
Max consecutive lossesWorst losing streak in samplePlan for 2× your worst streak

Expectancy is particularly important because it is the only metric that tells you whether your system makes money per trade on average, adjusted for both win rate AND profit ratio. A positive expectancy — even 0.2R — means you make 20 cents for every dollar risked on average. Over 300 trades, that compounds significantly.

The equity curve tells the story of your trading over time. A consistently rising curve with shallow drawdowns indicates stable edge and good risk management. A curve with sharp drops followed by slow recoveries suggests emotional trading, oversized positions after losses, or revenge trading patterns.

Frequently asked questions

What is expectancy in trading?

Expectancy is the average R you expect to make per trade over a large sample. The formula is: (Win Rate × Average Win) − (Loss Rate × Average Loss). A positive expectancy means your system makes money over time. An expectancy of 0.5R means you expect to make half your initial risk per trade on average.

How many trades do I need to evaluate my edge?

Statistical significance typically requires at least 30–50 trades for a rough estimate and 100+ trades for meaningful conclusions. With fewer trades, variance dominates and results are not reliable indicators of true edge. Tracking 200+ trades per setup gives much stronger data.

What does a good equity curve look like?

A healthy equity curve trends upward with relatively small drawdowns. The smoother the curve, the more consistent the edge. A curve with frequent sharp drops suggests large losing trades, emotional trading, or inadequate risk management. The slope of the curve reflects your expectancy per trade.

Log your real trades and track these stats automatically

Tradapt calculates all of these metrics automatically from your real trade history — broken down by setup, session, instrument, and time of day. No manual entry of R-multiples required.

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Trading financial instruments involves substantial risk of loss and is not appropriate for all investors. Only trade with capital you can afford to lose. Tradapt is an analytical and educational tool — nothing on this platform constitutes financial advice.

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