01
Expectancy
Average expected R over a meaningful sample.
Move beyond win rate and understand the full distribution of your results.
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.