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A high win rate doesn't mean profitable. The math below shows whether the trader's edge is real.
The expected value math
EV per trade tells you whether the trader's pattern is mathematically profitable.
What this calculator is teaching you
The expected value formula
EV = (win_rate × avg_win) − (loss_rate × avg_loss)
If a trader wins 80% of the time at +2% per win, but loses 20% of the time at −15%, EV = (0.80 × 2%) − (0.20 × 15%) = 1.6% − 3% = −1.4% per trade. Despite the 80% win rate, this trader bleeds money over time. The break-even win rate row shows the minimum win rate needed for the trader's specific win/loss sizes to be profitable.
Why is the win/loss ratio (R) important?
R is the ratio of avg win to avg loss. R = 1.0 means wins and losses are the same size. R = 2.0 means wins are 2× bigger than losses. With R = 1.0, you need >50% win rate to be profitable. With R = 0.3 (small wins, big losses), you need >77% win rate — this is the most dangerous pattern in copy trading because the high win rate looks impressive on the trader's profile.
What's the break-even win rate?
break_even = avg_loss / (avg_win + avg_loss). If your trader has wins of 2% and losses of 8%, they need to win 80% of the time just to not lose money. Anything less than that and they're upside-down regardless of how good their last 30 days looked.
Should I trust traders with 100% win rates?
Be skeptical. 100% over 7 days is normal — small sample size. 100% over 30+ days with 30+ trades usually means one of: (1) the trader is holding losing positions open and not realizing them yet, (2) very small position sizes that haven't been tested, or (3) cherry-picked period after a big winning streak. Check the 90D number too.
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