Trading Expectancy and Drawdown Calculators
Explore two calculations with explicit assumptions. Inputs are processed in your browser and are not submitted to the website.
Calculate a sample relationship
Understand the result
The expectancy example assumes only winning and losing outcomes. It describes an arithmetic model; it does not establish how a future sample will behave. Include flat outcomes explicitly when calculating a mean from a full trade history.
The drawdown calculator uses the peak and trough you enter. To calculate maximum drawdown over a history, evaluate the sequence of running peaks and subsequent values. A two-point example cannot locate the worst decline in a full series.
Read the worked examples
See the expectancy formula guide and the drawdown recovery guide for assumptions and examples. Download the journal template to organise the observations used in a review.
Questions about this topic
Do the calculators store my inputs?
The calculators process inputs in the browser. They do not submit the values, save them in cookies or connect to an account.
Why can recovery be unavailable?
After a 100% decline, there is no remaining value from which a finite percentage gain can restore the original peak.