Performance also: mathematical expectancy, expected value per trade, edge

Expectancy

The average amount expected to win or lose per trade, calculated as win rate times average win minus loss rate times average loss. Positive expectancy is required for a profitable strategy.

Formula

Expectancy = (Win rate x Average win) minus (Loss rate x Average loss)

If a strategy wins 50% of trades, average win is $120, and average loss is $80: Expectancy = (0.50 x $120) minus (0.50 x $80) = $20 per trade.

Why it is the foundational metric

Expectancy determines whether a strategy has positive edge. Without positive expectancy, no amount of position sizing or compounding can produce long-term profit.

Practical note

Expectancy from backtests overstates live performance because live spread, slippage, and execution delay reduce the effective win amount. A backtest expectancy of $20/trade may translate to $12/trade live. The gap is largest for scalping strategies.