The Expectancy Calculator will estimate a strategy's expectancy, or a trader's performance level in terms of expectancy. Expectancy calculated as a moving time window is graphed. The graph tracks expectancy as proxy for performance improvement over time, and strategy stability. A .pdf report of results can be generated for download. The risk, R (planned Stop Loss), is estimated as the average loss in the trade dataset. If no losses are present in the data set, expectancy returned is zero since it is based on a risk taken, and the calculation cannot proceed. The expectancy is the average profit per trade (based on the total net profit of ALL trades), divided by R. Expectancy is the return an investor can expect for a unit invested over many trades. The data box below contains some comma sample data. To view the graph, just hit 'Calculate'. To calculate expectancy of your data set, hit 'clear data', and either paste in your comma separated data, or hit 'Choose File' to upload a CSV file. After selecting your file, hit 'Read File', then 'Calculate'. Expectancy is calculated over a moving window of the last n trades. The window size can be set, however a Window Size below 30 is not recommended. A .pdf copy of the results report can be downloaded via the 'PDF' button For a great writeup explaing Expectancy in context by Nathaniel Zbaida: https://bit.ly/pplsFT_Expectancy_Article
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