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Expectancy
Average expected R over a meaningful sample.
Turn every trade into structured data and identify the variables that matter.
Measure expectancy, drawdown, Sharpe, MAE/MFE, R multiples and session patterns.
Continue in the TGSFX platform →Average expected R over a meaningful sample.
Peak-to-trough decline and recovery.
Gross wins relative to gross losses.
Adverse and favorable excursion.
Performance by time and market context.
Composite process and consistency metric.