Expectancy Simulator
Law of large numbers — does your edge survive volume?
Win rate55%
Reward : Risk1.5 : 1
Risk per trade$100
Number of trades100
Edge / trade
+0.13R
+$12.50
Expected after N
+$1,250
over 100 trades
Positive Edge
Probability of being profitable after N trades 79%
More trades push this toward 100% — because your edge is positive.
With a positive edge, the law of large numbers is your friend: every extra trade makes a profitable outcome more certain.
Edge per trade (R) = win% × RR − loss% × 1. Probability uses a normal approximation of N i.i.d. trades. Drag "Number of trades" to watch the law of large numbers work.