Guru P&L Reality Check

A screenshot shows the win rate. This shows what it hides: the expectancy, the path, and how few losses it takes to erase a streak.

Presets:

Win rate (%)

Average win ($)

Average loss ($, positive)

Number of trades

Expectancy per trade

Expected total over N trades

One loss erases

Break-even win rate

Sample equity paths (5 random sequences, plus the dashed expected line)

Each trade is a random draw: win the average win with probability = win rate, otherwise lose the average loss. Illustration only, real trades vary.

Math illustration with your inputs. Not a prediction or advice. Presets “Backtest” use figures from our hypothetical stop study. The “17-0 style” preset is a made-up example, not any real person.