Everything runs in your browser. Nothing is sent anywhere, nothing is stored. The numbers below are examples, not a quote from any broker — replace them with your own fee schedule.
Same setup, different win rates
How it is calculated
- Risk $ = shares × stop. Reward $ = shares × take-profit.
- Round-trip cost = 2 × max(shares × commission, minimum) + 2 × shares × slippage.
- Net win = reward − cost. Net loss = risk + cost.
- Breakeven win rate = net loss ÷ (net win + net loss).
- Expectancy = win rate × net win − (1 − win rate) × net loss, shown in dollars and as a multiple of the trade's nominal risk (R).
Where the idea comes from: in my own trading bot, the round-trip commission was roughly the same size as the stop/target width, and an honest backtest with commission included turned a plausible-looking expectancy into a clearly negative one. This tool lets you check your own numbers in ten seconds.
Your numbers look worse than you expected?
The calculator only covers costs. A full audit also checks the code path that sets your stop and target and the risk limits, and re-runs the backtest with realistic execution.
See audit packages Or use the free 8-point checklist