Use completed or hypothetical outcomes such as +2R, -1R, +0.5R. The analyzer measures only the sample you provide; it does not infer a security, fetch market history or estimate what happens next.
What the numbers mean
Expectancy is the average R outcome across the pasted sample. Profit factor is gross positive R divided by the absolute gross negative R. Max drawdown is the largest decline in cumulative R from a prior sample peak.
Important limitations
- A sample can be too small, selective or unrepresentative.
- Past observations do not establish future probability.
- R-normalized outcomes do not capture every execution cost, fill issue or regime change.
- Break-even outcomes are included in expectancy and total R but excluded from the decisive win-rate denominator.