Trading Calculators
25 toolsPosition sizing, risk, options and trade-analytics tools.
Risk & Exits
Risk : RewardCalculate the risk:reward ratio of any stock, forex or crypto trade from your entry, stop-loss and target prices. See the “1 : X” ratio, total risk and reward for your position size, the breakeven win rate you must clear, and your expected P&L per trade — for a long or short.Risk of RuinCalculate your risk of ruin — the chance of hitting a drawdown threshold — from win rate, average win/loss and risk per trade, using the classic formula.Drawdown RecoveryCalculate the gain needed to recover from a portfolio drawdown and how long recovery takes at a given return rate.Stop-LossCalculate your stop-loss price by percentage, fixed dollar, or ATR method — plus risk per share and total position risk for long or short trades.Liquidation PriceEstimate the forced-liquidation mark price for an isolated-margin USDT-margined futures position given entry price, leverage, side and maintenance margin rate.Slippage & CommissionCalculate real execution costs — slippage, broker commission (%, per-share or flat), round-trip total and the break-even move required to cover all trading costs.Trailing StopFind the trailing stop price for a long or short position from your water mark and a percentage or fixed trail, plus the distance to trigger.MarginWork out the required margin for a leveraged forex, stock or crypto position from its size and leverage, plus free margin and margin level.
Options
Options P&LCalculate call and put option profit at expiry for long or short positions. Enter the strike, premium, lot size and underlying price at expiry to get your total P&L, break-even price, maximum profit and loss, return on premium and an interactive payoff diagram. Single-leg, intrinsic value at expiry — works for US and NSE India options.Prob of ProfitEstimate the risk-neutral probability that an options trade finishes on the profitable side of its breakeven at expiration using the Black-Scholes lognormal model.Black-ScholesPrice European call and put options with the Black-Scholes-Merton model and get the full Greeks — Delta, Gamma, Vega, Theta and Rho — from six inputs.Options GreeksBlack-Scholes option price and all five Greeks — Delta, Gamma, Vega, Theta, Rho — for European calls and puts, with dividend yield for equity and index options.
Position Sizing
Position SizeWork out exactly how many shares to buy or short on a trade so a stopped-out loss stays within 1–2% of your account. Enter account size, risk %, entry and stop-loss to get the share count, max loss, capital required and dollar risk — for a long or short, in any currency.Fixed FractionalFixed-fractional position sizing: risk a constant fraction of equity per trade. Enter account, f %, entry and stop to get share count, max loss and capital required.Volatility SizeSize any trade by volatility: enter account size, risk %, ATR and ATR multiple to get the exact share count, max loss, risk per share and capital required.Kelly CriterionCalculate your optimal Kelly bet size — the mathematically proven fraction of your bankroll to risk per trade, based on win rate, average win/loss, and account size.PyramidingCalculate your blended average entry, total capital, total risk and constant-risk stop when scaling into a winning position across multiple tranches.Portfolio HeatCalculate total portfolio heat — the percentage of account equity at risk if every open position hits its stop simultaneously. Based on Elder's 6% rule.
Entries & Averaging
Avg PriceCalculate your quantity-weighted average price per share across multiple buy lots. Add each purchase (price and quantity) to get your blended cost basis, total investment, fee-free break-even and unrealized P&L — the right way to model averaging down a stock, ETF or fund position.Multi-Leg EntryBlended quantity-weighted entry across options legs, futures rolls and staged tranches. Enter each leg's price and quantity for your average entry and P&L.Scale In/OutBlend buy lots into one average entry, then model a partial exit: realized P&L, remaining shares, remaining cost basis and unrealized P&L on what you still hold.
Performance & Edge
ExpectancyCalculate trading expectancy from win rate and average win/loss — the expected profit per trade in currency and R-multiples, over any number of trades.Profit FactorCalculate profit factor — gross profit divided by gross loss — from your win rate and average win and loss, to see how many dollars you make per dollar lost.SQNCalculate Van Tharp's System Quality Number (SQN) from win rate, average win/loss and trade count to score how strong and reliable your trading system is.Trading EdgeMeasure your trading edge — expected profit per unit risked (edge in R) — from win rate and average win/loss, with your breakeven win rate and Kelly stake.