Trading Calculators

Position sizing, risk/reward, leverage, expectancy and drawdown.

22 calculators in this category.

Risk & position sizing

Calmar Ratio Calculator — Compare annualised return against maximum drawdown.
Maximum Risk Calculator — Check total portfolio exposure across open positions against your risk limits.
Position Size Calculator — Work out how many units to trade so a stop-loss hit costs exactly your intended risk.
R-Multiple Calculator — Measure trade outcomes in units of initial risk, and total a series.
Risk of Ruin Calculator — Estimate the probability of losing your account given your edge and risk per trade.
Risk/Reward Ratio Calculator — Calculate the risk/reward ratio of a trade and the win rate it needs to break even.
Sharpe Ratio Calculator — Measure risk-adjusted return, from summary figures or a return series.

Break-Even Win Rate Calculator — Find the win rate a reward-to-risk ratio needs just to break even.
Trading Break-Even Calculator — Find the exit price at which a trade covers all its costs.
Trading Commission Calculator — Calculate broker commission on a trade under percentage, flat or tiered structures.
Trading Expectancy Calculator — Calculate the average amount a strategy makes or loses per trade.
Trading Fees Calculator — Total the commission, spread and slippage costs on a round-trip trade.

Profit Factor Calculator — Measure gross profit against gross loss to judge a strategy at a glance.
Take-Profit Calculator — Find the take-profit price from a target ratio, percentage or profit amount.
Trading Profit/Loss Calculator — Calculate profit or loss on a long or short trade after fees and commission.

Drawdown Calculator — Measure peak-to-trough decline and the gain needed to recover from it.
Kelly Criterion Calculator — Calculate the mathematically optimal position size for long-run capital growth.
Leverage Calculator — Calculate effective leverage, margin required and how far price can move before a margin call.
Margin Calculator — Calculate required margin, free margin and margin level for an open position.
Scaling In and Out Calculator — Find your average entry across tranches, or realised profit when scaling out.
Stop-Loss Calculator — Find the stop-loss price for a given risk amount, percentage or position size.
Win Rate Calculator — Calculate your win rate, loss rate and how it compares to what your strategy needs.