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
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 details
System Grades
Position Sizing & Insights
Projected equity curve based on your expected value per trade
Maximum losing streak impact and recovery projection
Win/loss frequency and average profit comparison
Risk vs heat vs profit potential comparison

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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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