The Crimson Bench

ProTrading · Simulator

Trading Expectancy Simulator

Is your strategy actually profitable?

Assumptions

Expectancy / trade

$53

Monthly

$2,100

Annualized

$25,200

LineAmount
Expected value per trade$53
Trades per month40
Monthly expectancy$2,100

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Every row, plus Excel/PDF export and AI analysis.

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Toolkit Pro

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Built by The Crimson Bench · Educational model, not financial advice

About the Trading Expectancy Simulator

Enter win rate, average win, and average loss to see expectancy per trade — the single number that decides if a system makes money.

It's built for directional planning: change any assumption and watch the whole projection move, the way a seasoned operator pressure-tests a plan before committing capital. Everything is computed live in your browser — nothing is sent anywhere.

How the Trading Expectancy Simulator Works

The model takes 4 assumptions and returns 3 headline metrics plus a full breakdown. Here is exactly what goes in and what comes out — no black box.

The Inputs

AssumptionExample value
Win rate45%
Average win$300
Average loss$150
Trades / month40

Worked Example

Every figure below is produced by the live model using the example assumptions above. Change any input in the simulator to see your own numbers.

Expectancy / trade

$53

Monthly

$2,100

Annualized

$25,200

LineAmount
Expected value per trade$53
Trades per month40
Monthly expectancy$2,100

The Operator's Read

Positive expectancy of $53/trade — over enough trades, volume works for you. Protect the edge; it's the whole game.

Assumptions & Limitations

  • The model is deterministic: it projects your inputs forward with clear arithmetic, not a Monte-Carlo or probabilistic forecast. It shows one scenario at a time — run several to bracket a range.
  • Defaults are illustrative benchmarks, not your business. Replace every field with your real numbers before drawing conclusions.
  • It abstracts away taxes, financing, seasonality, and one-off events unless a field explicitly captures them. Treat the output as a directional estimate.
  • This is an educational tool, not financial, investment, tax, or legal advice. Validate real decisions with a qualified professional.

Frequently Asked Questions

What does the Trading Expectancy Simulator calculate?

Enter win rate, average win, and average loss to see expectancy per trade — the single number that decides if a system makes money. It takes 4 assumptions — Win rate, Average win, Average loss, Trades / month — and returns Expectancy / trade, Monthly, Annualized, along with a full projection table you can export.

How do I use the Trading Expectancy Simulator?

Enter your own figures in the input fields above — Win rate, Average win, Average loss, and the rest. The model recalculates instantly and shows the resulting Expectancy / trade and full breakdown. No sign-up needed to run it.

Is the Trading Expectancy Simulator free?

Yes — you can run the simulator and see the headline results for free. Toolkit Pro unlocks the full projection table, Excel/PDF export, saved scenarios, and AI analysis: $180/mo, $1,728/yr, or unlock any 3 simulators for $20.

What's the difference between this and a free calculator?

A calculator answers one question. This simulator models the full picture — multiple linked assumptions, a projection table, and scenario comparison — the way an operator would build it in a spreadsheet, but instantly.

Who built the Trading Expectancy Simulator?

The Crimson Bench's Ivy League-educated operators — the same people we deploy into C-suites. This is the self-serve version of a model they'd build inside a live engagement.

Is this financial advice?

No. The Trading Expectancy Simulator is an educational modeling tool for directional planning — not financial, investment, tax, or legal advice. Validate any real decision with a qualified professional.

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The Crimson Bench · Est. 2002 · Founded in New York City

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