{"uid":"cap_EW2PzuE00d00iDiHS17C4","slug":"saylor-innovations-trading-expectancy-calculator-fef4442e","name":"Saylor Innovations Trading Expectancy Calculator","description":"Trading edge from win rate and average win and loss: expectancy, profit factor, breakeven win rate, Kelly fraction and expected losing streaks.","url":"https://saylorinnovations.com/api/trading/expectancy?utm_source=zero.xyz","method":"GET","headers":{},"bodySchema":{"type":"object","$schema":"https://json-schema.org/draft/2020-12/schema","required":["input"],"properties":{"input":{"type":"object","required":["type","method"],"properties":{"type":{"type":"string","const":"http"},"method":{"enum":["GET"],"type":"string"},"queryParams":{"type":"object","required":["win_rate_percent","avg_win","avg_loss"],"properties":{"trades":{"type":"string","description":"optional number of trades to project, default 100"},"avg_win":{"type":"string","description":"average winning 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given run of five trades all lose"}}}}}}},"responseSchema":null,"example":null,"exampleRequest":null,"tags":["x402"],"displayCostAmount":"0.01","displayCostAsset":"USDC","priceDynamic":false,"priceHint":null,"priceStatus":"priced","priceSource":"probe","requiresHandshake":false,"reviewCount":0,"rating":{"score":"0.00","successRate":"0.00","reviews":0,"stars":null,"state":"unrated"},"availabilityStatus":"unknown","priceObserved":null,"sessionDeposit":null,"pricing":{"kind":"static","summary":"$0.01/call","primary":{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.01","per":"call","confidence":"exact"},"accepted":[{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.01","per":"call","confidence":"exact"}]},"paymentMethods":[{"uid":"pm_dIEAjczU8CPHJbLTyPFCN","protocol":"x402","methodType":"crypto","chain":"base","mode":"charge","costAmount":"0.01","costPer":"request","priority":0,"asset":"0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913","unit":"request","depositMicros":null,"planRef":null}],"brandName":null,"brandSlug":null,"brandBaseUrl":null,"brandDocsUrl":null,"whatItDoes":"Calculates trading edge metrics — expectancy, profit factor, Kelly fraction, breakeven win rate, and expected losing streaks — from win rate and average win/loss figures","exampleAgentPrompt":"My trading system wins 55% of the time, with an average winner of $200 and an average loser of $150 — can you calculate my expectancy, profit factor, Kelly fraction, and expected losing streaks over 100 trades?","exampleUseCases":[{"title":"Evaluating a new trading strategy","prompt":"I'm backtesting a strategy with a 48% win rate, average win of $350, and average loss of $180 — can you calculate the expectancy and profit factor and tell me if it has a real edge over 200 trades?"},{"title":"Sizing positions with Kelly criterion","prompt":"My algo trades with a 62% win rate, $120 average winner, and $90 average loser — what's the Kelly fraction and half-Kelly percentage I should use for position sizing?"},{"title":"Checking breakeven win rate before going live","prompt":"If my average win is $250 and my average loss is $200, what win rate do I need to break even, and what's the expected longest losing streak over 150 trades?"}],"resultDescription":"Returns a JSON object with: expectancy_per_trade (average dollar result per trade), expectancy_in_r (expectancy as a multiple of average loss), profit_factor (gross wins / gross losses), reward_to_risk ratio, kelly_fraction_percent, half_kelly_percent (clamped at zero), has_edge boolean, and projected losing streak statistics — plus a plain-language note and source attribution.","failureModes":["Missing required query parameters (win_rate_percent, avg_win, avg_loss) returns a validation error","win_rate_percent outside 0–100 range may produce nonsensical results","avg_loss of zero causes division-by-zero; profit_factor returned as null","Non-numeric string values for parameters result in parse errors","Network or upstream errors may return HTTP 500"],"whenToPreferThis":"Choose this endpoint when you need a fast, deterministic calculation of classical trading system metrics — expectancy, profit factor, Kelly sizing, and losing streak projections — from just three parameters (win rate, avg win, avg loss). Ideal for backtesting evaluation, position-sizing decisions, and risk review workflows where you already have aggregate trade statistics and want quantitative edge assessment without building the formulas yourself.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-10-30T00:39:21.346Z","isFirstParty":false,"canonicalSlug":"saylor-innovations-trading-expectancy-calculator-fef4442e"}