Risk of Ruin Calculator: Trading Survival Probability
Calculate exact finite-horizon trading risk of ruin, survival probability, expectancy, break-even win rate and loss-streak risk from fixed-stake assumptions.
Calculate exact finite-horizon trading risk of ruin, survival probability, expectancy, break-even win rate and loss-streak risk from fixed-stake assumptions.
Calculate trading profit factor, expectancy, win rate, average reward-to-risk, breakeven rate and projected profit from completed trades or averages.
Calculate margin call price, current equity percentage, maintenance requirement and cash required for long or short stock positions.
Calculate options profit or loss at expiration for long and short calls or puts, including premium, contract multiplier, fees, break-even and maximum outcomes.
Calculate futures profit or loss from entry and exit prices, ticks or point value, contracts, round-trip fees and optional initial margin.