Edge & Risk Calculator
Analyze your trading system's edge, calculate risk of ruin, and get position sizing recommendations based on your performance statistics.
Quick Reference and Usage Guide
What this tool does
Comprehensive trading system analyzer that calculates your edge, risk of ruin, optimal position sizing, and system grades based on your performance statistics.
- Expected Value & Profit Factor analysis
- Risk of Ruin calculation
- Position sizing recommendations
- MAE/MFE analysis for stop optimization
Trading Statistics
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Trade Excursion Data
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MAE/MFE data helps optimize your stop losses and profit targets.
Expected Value (EV):
$172.50
Positive expectancy - you have an edge
Performance Metrics
Click any metric for detailsSystem Grades
Position Sizing & Insights
Free tool
Open this in your hub
This tool is free with your account. It lives in your hub, along with everything else you have access to.
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Track Your System Performance Over Time
Our full trading journal automatically calculates these metrics from your actual trades and tracks how your system evolves.
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