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Expectancy Calculator

Risk-to-Reward & Expectancy Calculator

Understand strategy math. Learn how a low win rate strategy can be highly profitable with high risk-to-reward ratios.

01. The Math of Risk-to-Reward (R:R)

R:R compares the entry risk against target profit. A 1:2 R:R means you risk $100 to make $200. With a 1:2 R:R, you only need a 34% win rate to break even.

02. Calculating Strategy Expectancy Score

Expectancy measures the average profit generated per trade. A positive expectancy score proves you have a statistical edge.

03. Optimizing R:R in Backtesting

Use historical replays to test if expanding target lines to 1:3 R:R improves net returns despite dropping win rates.

Run Expectancy Reviews

BacktestX calculates strategy profit factor and expectancy automatically offline.

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