Input your trading history and find out if your strategy is actually profitable. Instant win rate, expectancy, profit factor, and Kelly criterion calculations.
Most traders focus solely on win rate, but that's only half the story. You can have a 70% win rate and still lose money if your average loss is larger than your average win. This calculator shows you the complete picture of your trading performance through four critical metrics.
Your win rate is simply the percentage of trades that ended in profit. While important, a high win rate doesn't guarantee profitability. A 40% win rate with proper risk management can be more profitable than a 70% win rate with poor position sizing.
This is the most important metric for any trading strategy. Expectancy tells you the average amount you expect to make (or lose) per trade. The formula is: (Win Rate × Average Win) - (Loss Rate × Average Loss). A positive expectancy means you have a profitable strategy. TargetHit AI signals maintain a +1.90% expectancy across 2,900+ tracked signals.
Profit factor is the ratio of gross profit to gross loss. A profit factor above 1.0 indicates a profitable strategy, while below 1.0 means you're losing money. For example, a profit factor of 1.89x (like TargetHit) means you make $1.89 for every $1.00 you risk.
The Kelly Criterion tells you the optimal position size as a percentage of your account to maximize long-term growth while minimizing risk of ruin. Most professional traders use half-Kelly or quarter-Kelly for additional safety. A negative Kelly means your strategy has no edge and you shouldn't trade it.
Small sample sizes can be misleading. With only 10-20 trades, your results could be due to luck rather than skill. This calculator warns you if your sample size is too small to draw meaningful conclusions. Generally, you need at least 30-50 trades to start seeing statistically significant patterns, and 100+ for high confidence.