Mathematical Expectation Calculator

This is the trader's main mathematical tool. Find out if your strategy is profitable in the long run.

Your System Parameters

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How the calculator works and what the numbers mean

This tool helps translate your trading statistics into a specific financial result. It calculates two key indicators:

Input Data

  • •

    Percentage of profitable trades (Win Rate): The percentage of your profitable trades.

  • •

    Payout for a profitable trade (%): How much the broker pays for a win (in % of the stake).

  • •

    Return on a losing trade (%): How much the broker returns for a loss (in % of the stake).

1. Mathematical Expectation (ME)

This is the average result you can expect from each trade in the long term. Calculated by the formula:

ME = (Win Rate * Payout) - ((100% - Win Rate) * (100% - Return))

If the value is > 0, your strategy is profitable on average.

If the value is < 0, your strategy is losing on average.

2. Break-even Point

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Break-even Point = 1 / (1 + Payout)

If your actual win rate is higher than this value — you are in profit.