Trade Journal Stats Calculator

Trade journal statistics transform a raw log of trades into meaningful performance metrics that identify strengths, weaknesses, and areas for improvement in a trading strategy.

Win rate formula: Win Rate = Number of Winning Trades ÷ Total Trades × 100%

Average win and loss: Avg Win = Total Profit from Winning Trades ÷ Number of Winners Avg Loss = Total Loss from Losing Trades ÷ Number of Losers

Profit factor: Profit Factor = Gross Profit ÷ Gross Loss

• Below 1.0: losing strategy, the losses outweigh the wins
• 1.0 to 1.5: marginal, and fragile once costs come out
• 1.5 to 2.0: solid, the range most professional systems live in
• 2.0 to 3.0: very good
• Above 3.0: worth double-checking the sample before believing it

Expectancy (average $ made per trade): Expectancy = (Win Rate × Avg Win) − (Loss Rate × Avg Loss) A positive expectancy is required for a strategy to be profitable over many trades.

What the four inputs mean:

• Gross profit: the sum of all winning trade profits, before subtracting any losses
• Gross loss: the sum of all losing trade losses, as a positive number. A platform export usually carries a minus sign, and the calculator strips it rather than flipping the verdict
• Winning trades / losing trades: the counts, not the dollar amounts. Everything else on this page is derived from these four numbers

Maximum drawdown is a different calculation and is not on this page. It needs the trade sequence, not the totals: the same 28 wins and 22 losses can produce a 4% drawdown or a 30% one depending purely on the order they arrived in. The max drawdown calculator takes an equity curve. What this page can tell you from totals alone is the losing streak the loss rate makes likely, which is the panel’s last section.

Reference: professional trading benchmarks

• Win rate: 40–60% (high win rate means nothing without good avg win/loss ratio)
• Profit factor: 1.5–3.0
• Expectancy: enough per trade to clear commissions and slippage several times over, which on a $25,000 account usually means tens of dollars rather than single digits
• Max drawdown: under 20% (over 20% requires 25%+ gain just to return to breakeven; over 50% requires 100% gain)

Worked example, 50 trades logged: Wins: 28 trades, total profit: $14,500 → Avg win = $517.86 Losses: 22 trades, total loss: $6,600 → Avg loss = $300.00

Win rate = 28 ÷ 50 = 56% Profit Factor = $14,500 ÷ $6,600 = 2.20 (very good) Expectancy = (0.56 × $517.86) − (0.44 × $300.00) = $290.00 − $132.00 = $158.00 per trade

Over 200 trades/year: 200 × $158 = $31,600 expected annual profit from this strategy, before costs.

There is a shortcut worth knowing: expectancy is just net profit divided by trade count. $7,900 ÷ 50 = $158. If your expectancy calculation does not match that, one of the four inputs is wrong.

Fifty trades is not a sample. At a 56% win rate, the 95% confidence interval around that figure runs from roughly 42% to 70%. The strategy could be a coin flip and still produce this log. Everything on this page gets more trustworthy as the count rises, which is why the panel reports a confidence band alongside the numbers rather than presenting them as facts.

The streak you have not had yet. At a 44% loss rate, a run of 8 losses in a row has about a 0.14% chance per sequence, which sounds negligible until you multiply it across 200 trades a year: roughly a 24% chance of hitting one within a year, and near certainty across a few. The panel works out your own worst plausible streak and what it costs at your average loss, because that number, not the win rate, is what decides whether you can actually trade the system.