Profit Factor Calculator
Enter gross profit and gross loss straight off your statement. Returns profit factor, net P&L, what you made per dollar lost, and the point where the strategy would fall to breakeven. Below 1.0 loses money, 1.5 is a real edge, above 2.0 is exceptional and worth double-checking the sample size - a 2.0 built on one outsized winner is not the same strategy as a 2.0 built on two hundred trades.
Read the lesson: Expectancy and the R-Multiple SystemProfit Factor Calculator
Total winnings divided by total losses. One number that says whether a strategy makes money, and how much room it has before it stops.
Other calculators
- Position Size Calculator
How many shares or contracts to buy given your account size, per-trade risk, and stop distance.
- R-Multiple Calculator
Convert any trade outcome into R units. Lets you compare wins and losses across different position sizes on equal footing.
- Expectancy Calculator
What one trade is worth on average given your win rate, average winner, and average loser - and what 100 of them compound to.
- Kelly Criterion Calculator
The mathematically optimal fraction to risk per trade - and why the answer is always 'less than full Kelly'.
- Drawdown Recovery Calculator
The asymmetry that ends careers: a 50% loss takes a 100% gain to recover. Visualised at any drawdown level.
- Options P/L Calculator
Profit and loss at expiration for a single-leg call or put, with the breakeven price and the most you can make or lose.
- Risk-Reward Ratio Calculator
Planned reward against planned risk, plus the win rate that ratio needs to break even.